+6,448.0%
LSCC vs TMF
-68.9%
+6,516.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.1% |
| 30D | -9.7% | -2.8% | -6.8% | -10.0% |
| 3M | -23.7% | -10.9% | -12.8% | -25.1% |
| 6M | +26.5% | -21.3% | +47.8% | +21.5% |
| YTD | +57.5% | -15.9% | +73.4% | +53.3% |
| 1Y | +75.7% | -15.7% | +91.4% | +71.4% |
| 3Y | +19.5% | -43.4% | +62.8% | +11.6% |
| 5Y | +83.8% | -87.8% | +171.5% | +26.4% |
| 10Y | +1,772.4% | -86.7% | +1,859.1% | +1,370.6% |
| All | +6,448.0% | -68.9% | +6,516.9% | +8,541.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling