+58.8%
T vs LSCC
+1,333.6%
-1,274.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.7% |
| 7D | +2.6% | +5.0% | -2.5% | +2.3% |
| 30D | -1.1% | -11.7% | +10.7% | -0.7% |
| 3M | -7.7% | -13.3% | +5.6% | -7.4% |
| 6M | -10.6% | -12.5% | +1.9% | -10.9% |
| YTD | -7.5% | +51.2% | -58.7% | -11.3% |
| 1Y | -7.4% | +65.9% | -73.3% | -11.9% |
| 3Y | +63.1% | +95.3% | -32.3% | +49.1% |
| 5Y | +55.2% | +38.6% | +16.6% | +42.0% |
| 10Y | +58.8% | +1,352.3% | -1,293.5% | +0.7% |
| All | +58.8% | +1,333.6% | -1,274.8% | +0.7% |
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