+81.3%
LSCC vs TLN
+3.1%
+78.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -4.4% |
| 7D | +21.2% | +22.3% | -1.0% | +8.9% |
| 30D | -1.9% | +1.2% | -3.1% | -2.7% |
| 3M | -8.1% | +5.9% | -14.0% | -11.6% |
| 6M | -5.2% | +3.2% | -8.5% | -8.3% |
| YTD | +61.5% | +3.2% | +58.4% | +52.4% |
| 1Y | +81.3% | +5.2% | +76.1% | +71.2% |
| All | +81.3% | +3.1% | +78.2% | +71.2% |
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