+1,751.4%
LSCC vs TMF
-86.8%
+1,838.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.2% |
| 30D | -9.7% | -2.8% | -6.8% | -9.8% |
| 3M | -23.7% | -10.9% | -12.8% | -24.2% |
| 6M | +26.5% | -21.3% | +47.8% | +24.5% |
| YTD | +57.5% | -15.9% | +73.4% | +55.9% |
| 1Y | +75.7% | -15.7% | +91.4% | +74.0% |
| 3Y | +19.5% | -43.4% | +62.8% | +16.1% |
| 5Y | +83.8% | -87.8% | +171.5% | +45.2% |
| All | +1,751.4% | -86.8% | +1,838.2% | +1,624.3% |
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