+728.2%
LSCC vs TW
+286.2%
+442.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +13.0% | +4.2% | +8.7% | +11.4% |
| 30D | -19.8% | +18.9% | -38.8% | -25.0% |
| 3M | -18.4% | +23.8% | -42.2% | -25.1% |
| 6M | -16.1% | +17.0% | -33.1% | -23.0% |
| YTD | +42.7% | +19.2% | +23.5% | +28.1% |
| 1Y | +68.0% | +20.1% | +47.9% | +50.1% |
| 3Y | +85.8% | +40.5% | +45.3% | +45.8% |
| 5Y | +28.0% | +38.0% | -10.0% | -2.1% |
| All | +728.2% | +286.2% | +442.0% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling