+1,486.2%
LSCC vs TMF
-81.0%
+1,567.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | +14.5% | -3.4% | +17.8% | +14.2% |
| 30D | -0.1% | +11.5% | -11.6% | +0.8% |
| 3M | -2.7% | -4.5% | +1.9% | -2.7% |
| 6M | -4.8% | -15.0% | +10.2% | -5.6% |
| YTD | +66.9% | -19.9% | +86.7% | +64.9% |
| 1Y | +85.8% | -26.6% | +112.4% | +82.5% |
| 3Y | +115.6% | -29.8% | +145.4% | +113.6% |
| 5Y | +48.8% | -88.2% | +137.0% | +16.3% |
| All | +1,486.2% | -81.0% | +1,567.2% | +1,336.4% |
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