+43.2%
LSCC vs TLN
+683.0%
-639.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.2% | +1.2% | +5.5% |
| 7D | +19.3% | +9.1% | +10.3% | +15.4% |
| 30D | -9.6% | -4.1% | -5.6% | -8.0% |
| 3M | -12.4% | +4.4% | -16.8% | -14.1% |
| 6M | -10.5% | -6.0% | -4.4% | -8.8% |
| YTD | +54.8% | -3.1% | +57.9% | +54.0% |
| 1Y | +79.4% | -6.1% | +85.4% | +79.6% |
| 3Y | +109.6% | +575.3% | -465.8% | +3.8% |
| All | +43.2% | +683.0% | -639.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling