+69.6%
LSCC vs TLN
-17.6%
+87.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +5.7% |
| 7D | +3.0% | -6.0% | +9.0% | +6.1% |
| 30D | -19.3% | -1.5% | -17.7% | -18.9% |
| 3M | -22.3% | -3.9% | -18.4% | -21.2% |
| 6M | -14.6% | -15.0% | +0.5% | -8.7% |
| YTD | +45.8% | -12.8% | +58.6% | +50.4% |
| 1Y | +69.6% | -17.3% | +86.9% | +78.6% |
| All | +69.6% | -17.6% | +87.2% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling