+54.3%
LSCC vs TLN
+716.6%
-662.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.9% | +5.5% | +8.4% |
| 7D | +14.5% | +15.9% | -1.4% | +8.3% |
| 30D | -0.1% | -0.3% | +0.2% | +0.3% |
| 3M | -2.7% | +5.8% | -8.5% | -4.9% |
| 6M | -4.8% | -1.2% | -3.6% | -4.8% |
| YTD | +66.9% | +1.0% | +65.8% | +63.4% |
| 1Y | +85.8% | +1.1% | +84.7% | +81.3% |
| 3Y | +115.6% | +591.7% | -476.1% | +6.0% |
| All | +54.3% | +716.6% | -662.3% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling