+1,202.2%
LSCC vs TRI
+561.6%
+640.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +5.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -9.7% | +7.9% | -17.5% | -14.8% |
| 3M | -23.7% | +24.1% | -47.8% | -37.2% |
| 6M | +26.5% | +3.8% | +22.7% | +11.8% |
| YTD | +57.5% | -16.9% | +74.4% | +57.2% |
| 1Y | +75.7% | -38.4% | +114.1% | +116.1% |
| 3Y | +19.5% | -12.2% | +31.7% | +9.2% |
| 5Y | +83.8% | -1.8% | +85.6% | +57.0% |
| 10Y | +1,772.4% | +207.6% | +1,564.8% | +588.8% |
| All | +1,202.2% | +561.6% | +640.6% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling