+53.4%
T vs LSCC
+26.3%
+27.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.8% |
| 7D | +1.0% | +13.0% | -11.9% | +1.2% |
| 30D | -10.6% | -19.8% | +9.2% | -10.7% |
| 3M | -7.7% | -18.4% | +10.7% | -7.8% |
| 6M | -13.3% | -16.1% | +2.8% | -13.5% |
| YTD | -8.8% | +42.7% | -51.5% | -9.8% |
| 1Y | -8.4% | +68.0% | -76.4% | -9.8% |
| 3Y | +59.6% | +85.8% | -26.2% | +54.3% |
| All | +53.4% | +26.3% | +27.1% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling