+40.4%
LSCC vs THC
+262.3%
-221.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +7.8% |
| 7D | +19.3% | +7.5% | +11.9% | +16.6% |
| 30D | -9.6% | +9.6% | -19.2% | -12.5% |
| 3M | -12.4% | +10.3% | -22.7% | -15.5% |
| 6M | -10.5% | +51.8% | -62.3% | -24.5% |
| YTD | +54.8% | +45.4% | +9.4% | +31.8% |
| 1Y | +79.4% | +40.8% | +38.6% | +53.7% |
| 3Y | +109.6% | +448.8% | -339.2% | -5.3% |
| 5Y | +40.4% | +263.4% | -223.0% | -25.1% |
| All | +40.4% | +262.3% | -221.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling