+1,379.1%
LSCC vs TMF
-83.0%
+1,462.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.4% | +8.5% |
| 7D | +19.3% | +0.6% | +18.7% | +19.4% |
| 30D | -9.6% | +16.3% | -26.0% | -8.7% |
| 3M | -12.4% | -2.7% | -9.7% | -12.3% |
| 6M | -10.5% | -13.2% | +2.7% | -11.1% |
| YTD | +54.8% | -16.7% | +71.5% | +53.4% |
| 1Y | +79.4% | -22.7% | +102.1% | +76.8% |
| 3Y | +109.6% | -26.1% | +135.7% | +108.4% |
| 5Y | +40.4% | -88.4% | +128.8% | +8.8% |
| 10Y | +1,379.1% | -81.8% | +1,460.9% | +1,238.6% |
| All | +1,379.1% | -83.0% | +1,462.1% | +1,238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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