+45.7%
LSCC vs TLN
+583.6%
-537.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +0.6% |
| 7D | +1.3% | +7.1% | -5.7% | -1.2% |
| 30D | -9.7% | -3.9% | -5.8% | -8.5% |
| 3M | -23.7% | -16.2% | -7.6% | -18.6% |
| 6M | +26.5% | -5.8% | +32.3% | +29.6% |
| YTD | +57.5% | -15.4% | +72.9% | +65.1% |
| 1Y | +75.7% | -16.7% | +92.4% | +84.5% |
| 3Y | +19.5% | +473.8% | -454.3% | -36.6% |
| All | +45.7% | +583.6% | -537.9% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling