+1,352.3%
LSCC vs TRI
+222.0%
+1,130.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +5.0% | -1.6% | +6.6% | +5.1% |
| 30D | -11.7% | +5.0% | -16.8% | -15.0% |
| 3M | -13.3% | +4.6% | -17.9% | -17.7% |
| 6M | -12.5% | +18.3% | -30.8% | -24.5% |
| YTD | +51.2% | -14.7% | +65.9% | +54.9% |
| 1Y | +65.9% | -16.7% | +82.6% | +72.8% |
| 3Y | +95.3% | -11.3% | +106.7% | +80.3% |
| 5Y | +38.6% | -0.6% | +39.2% | +15.7% |
| 10Y | +1,352.3% | +220.2% | +1,132.1% | +561.5% |
| All | +1,352.3% | +222.0% | +1,130.3% | +561.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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