+69.6%
LSCC vs TRU
+2.1%
+67.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +2.1% |
| 7D | +3.0% | +10.5% | -7.6% | +4.9% |
| 30D | -19.3% | +28.7% | -48.0% | -16.2% |
| 3M | -22.3% | +0.7% | -22.9% | -21.1% |
| 6M | -14.6% | +19.3% | -33.9% | -14.3% |
| YTD | +45.8% | -3.7% | +49.5% | +47.9% |
| 1Y | +69.6% | +3.4% | +66.2% | +66.6% |
| All | +69.6% | +2.1% | +67.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling