+32.0%
LSCC vs TLN
+630.2%
-598.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +4.3% |
| 7D | +13.0% | -1.3% | +14.3% | +13.5% |
| 30D | -19.8% | -10.5% | -9.3% | -16.2% |
| 3M | -18.4% | +0.1% | -18.5% | -18.6% |
| 6M | -16.1% | -17.4% | +1.3% | -10.5% |
| YTD | +42.7% | -9.7% | +52.4% | +45.9% |
| 1Y | +68.0% | -12.3% | +80.3% | +72.8% |
| 3Y | +85.8% | +528.3% | -442.4% | -5.3% |
| All | +32.0% | +630.2% | -598.2% | -35.8% |
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