+1,147.2%
LSCC vs TMF
-84.4%
+1,231.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -8.6% |
| 7D | -4.8% | +2.7% | -7.5% | -4.6% |
| 30D | -27.1% | +19.3% | -46.4% | -26.2% |
| 3M | -23.6% | -3.7% | -19.9% | -23.6% |
| 6M | -19.8% | -11.3% | -8.5% | -20.2% |
| YTD | +33.2% | -16.6% | +49.8% | +32.1% |
| 1Y | +55.2% | -21.1% | +76.4% | +53.3% |
| 3Y | +70.1% | -26.8% | +96.9% | +69.1% |
| 5Y | +19.5% | -88.0% | +107.5% | -6.2% |
| All | +1,147.2% | -84.4% | +1,231.6% | +1,020.5% |
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