+82.0%
LSCC vs TRU
-33.8%
+115.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +5.1% |
| 7D | +1.3% | -6.8% | +8.1% | +4.9% |
| 30D | -9.7% | 0.0% | -9.7% | -10.4% |
| 3M | -23.7% | +13.3% | -37.0% | -31.4% |
| 6M | +26.5% | +3.4% | +23.1% | +19.0% |
| YTD | +57.5% | -6.4% | +63.9% | +53.9% |
| 1Y | +75.7% | -9.7% | +85.4% | +73.4% |
| 3Y | +19.5% | +0.1% | +19.3% | +8.8% |
| All | +82.0% | -33.8% | +115.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling