+54.1%
T vs LSCC
+1,398.6%
-1,344.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.7% | +0.4% |
| 7D | +1.7% | +19.3% | -17.7% | +0.8% |
| 30D | -1.7% | -9.6% | +7.9% | -1.4% |
| 3M | -7.3% | -12.4% | +5.1% | -7.0% |
| 6M | -11.2% | -10.5% | -0.7% | -11.5% |
| YTD | -8.1% | +54.8% | -62.8% | -11.9% |
| 1Y | -8.0% | +79.4% | -87.4% | -12.8% |
| 3Y | +62.1% | +109.6% | -47.5% | +47.3% |
| 5Y | +55.7% | +40.4% | +15.3% | +42.5% |
| 10Y | +54.1% | +1,379.1% | -1,325.0% | -2.5% |
| All | +54.1% | +1,398.6% | -1,344.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling