+25.5%
LSCC vs TRI
+5.0%
+20.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.7% | +11.8% | +7.6% |
| 7D | +13.0% | -4.8% | +17.8% | +13.1% |
| 30D | -19.8% | +13.4% | -33.2% | -22.2% |
| 3M | -18.4% | +13.1% | -31.5% | -21.6% |
| 6M | -16.1% | +24.4% | -40.5% | -23.2% |
| YTD | +42.7% | -11.4% | +54.2% | +57.8% |
| 1Y | +68.0% | -15.6% | +83.6% | +92.5% |
| 3Y | +85.8% | -6.5% | +92.3% | +60.5% |
| All | +25.5% | +5.0% | +20.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling