+1,080.0%
LSCC vs TRI
+604.8%
+475.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.7% | +11.8% | +9.7% |
| 7D | +13.0% | -4.8% | +17.8% | +14.4% |
| 30D | -19.8% | +13.4% | -33.2% | -27.5% |
| 3M | -18.4% | +13.1% | -31.5% | -28.3% |
| 6M | -16.1% | +24.4% | -40.5% | -35.4% |
| YTD | +42.7% | -11.4% | +54.2% | +31.4% |
| 1Y | +68.0% | -15.6% | +83.6% | +60.0% |
| 3Y | +85.8% | -6.5% | +92.3% | +57.2% |
| 5Y | +28.0% | +5.3% | +22.8% | +0.6% |
| 10Y | +1,255.1% | +239.9% | +1,015.2% | +348.2% |
| All | +1,080.0% | +604.8% | +475.2% | +68.8% |
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