+104.8%
LSCC vs TRI
-10.1%
+114.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | -2.9% | +9.9% | +6.5% |
| 30D | -2.3% | +3.7% | -6.0% | -2.0% |
| 3M | -12.5% | +3.7% | -16.2% | -11.8% |
| 6M | -10.6% | +35.1% | -45.7% | -10.6% |
| YTD | +52.7% | -14.0% | +66.7% | +72.6% |
| 1Y | +74.0% | -19.0% | +92.9% | +101.6% |
| 3Y | +104.8% | -12.0% | +116.8% | +116.0% |
| All | +104.8% | -10.1% | +114.9% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling