+1,722.2%
LSCC vs TRU
+251.7%
+1,470.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.1% | +7.3% |
| 7D | +19.3% | +4.9% | +14.4% | +16.3% |
| 30D | -9.6% | +26.9% | -36.6% | -21.8% |
| 3M | -12.4% | +4.0% | -16.4% | -16.9% |
| 6M | -10.5% | +15.8% | -26.3% | -22.3% |
| YTD | +54.8% | -2.6% | +57.4% | +44.3% |
| 1Y | +79.4% | +3.9% | +75.5% | +60.6% |
| 3Y | +109.6% | +59.2% | +50.4% | +45.1% |
| 5Y | +40.4% | -25.7% | +66.0% | +45.1% |
| 10Y | +1,379.1% | +179.3% | +1,199.8% | +730.9% |
| All | +1,722.2% | +251.7% | +1,470.6% | +875.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling