+82.0%
LSCC vs TMF
-87.5%
+169.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -9.7% | -2.8% | -6.8% | -9.6% |
| 3M | -23.7% | -10.9% | -12.8% | -23.4% |
| 6M | +26.5% | -21.3% | +47.8% | +27.4% |
| YTD | +57.5% | -15.9% | +73.4% | +58.4% |
| 1Y | +75.7% | -15.7% | +91.4% | +76.4% |
| 3Y | +19.5% | -43.4% | +62.8% | +20.3% |
| All | +82.0% | -87.5% | +169.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling