+1,236.1%
LSCC vs TMF
-84.4%
+1,320.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | +13.0% | +1.2% | +11.8% | +13.1% |
| 30D | -19.8% | +19.7% | -39.6% | -18.8% |
| 3M | -18.4% | -2.1% | -16.3% | -18.3% |
| 6M | -16.1% | -13.4% | -2.7% | -16.7% |
| YTD | +42.7% | -16.7% | +59.5% | +41.5% |
| 1Y | +68.0% | -23.3% | +91.3% | +65.6% |
| 3Y | +85.8% | -24.8% | +110.7% | +85.2% |
| 5Y | +28.0% | -88.0% | +116.1% | +0.5% |
| All | +1,236.1% | -84.4% | +1,320.5% | +1,100.2% |
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