+69.8%
LSCC vs TW
+18.0%
+51.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.7% |
| 7D | +19.3% | +3.4% | +15.9% | +21.3% |
| 30D | -9.6% | +15.5% | -25.1% | -2.5% |
| 3M | -12.4% | +25.1% | -37.6% | -1.2% |
| 6M | -10.5% | +18.2% | -28.6% | +0.8% |
| YTD | +54.8% | +19.7% | +35.1% | +74.7% |
| All | +69.8% | +18.0% | +51.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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