+1,830.6%
LSCC vs TRI
+190.6%
+1,640.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.0% |
| 7D | +1.4% | -8.4% | +9.8% | +4.4% |
| 30D | -10.0% | -6.5% | -3.6% | -8.6% |
| 3M | -16.1% | +18.6% | -34.7% | -25.6% |
| 6M | +27.4% | -10.4% | +37.8% | +28.0% |
| YTD | +56.9% | -23.7% | +80.6% | +71.8% |
| 1Y | +74.6% | -42.5% | +117.0% | +132.5% |
| 3Y | +26.0% | -19.3% | +45.2% | +22.2% |
| 5Y | +86.1% | -9.7% | +95.8% | +64.5% |
| 10Y | +1,830.6% | +194.4% | +1,636.2% | +797.5% |
| All | +1,830.6% | +190.6% | +1,640.0% | +797.5% |
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