+535.6%
TDG vs LSCC
+1,833.8%
-1,298.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -8.0% | -10.0% | +2.0% | -6.1% |
| 3M | -10.5% | -16.1% | +5.6% | -8.2% |
| 6M | -11.9% | +27.4% | -39.3% | -18.8% |
| YTD | -15.4% | +56.9% | -72.3% | -26.2% |
| 1Y | -14.2% | +74.6% | -88.8% | -27.6% |
| 3Y | +51.0% | +26.0% | +25.1% | +29.0% |
| 5Y | +126.5% | +86.1% | +40.3% | +64.4% |
| 10Y | +535.6% | +1,830.6% | -1,295.0% | +184.5% |
| All | +535.6% | +1,833.8% | -1,298.3% | +184.5% |
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