+25.4%
LSCC vs TRU
+0.4%
+25.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +4.4% |
| 7D | +1.3% | -6.8% | +8.1% | +4.0% |
| 30D | -9.7% | 0.0% | -9.7% | -10.2% |
| 3M | -23.7% | +13.3% | -37.0% | -29.8% |
| 6M | +26.5% | +3.4% | +23.1% | +20.8% |
| YTD | +57.5% | -6.4% | +63.9% | +55.7% |
| 1Y | +75.7% | -9.7% | +85.4% | +75.5% |
| All | +25.4% | +0.4% | +25.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling