+82.0%
LSCC vs TW
+23.1%
+58.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | -9.7% | +3.9% | -13.6% | -10.9% |
| 3M | -23.7% | +5.7% | -29.4% | -26.7% |
| 6M | +26.5% | -14.5% | +41.0% | +32.8% |
| YTD | +57.5% | -0.9% | +58.4% | +52.5% |
| 1Y | +75.7% | -13.5% | +89.2% | +81.9% |
| 3Y | +19.5% | +25.0% | -5.5% | -9.5% |
| All | +82.0% | +23.1% | +58.9% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling