+565.8%
TDG vs LSCC
+1,333.6%
-767.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.0% |
| 7D | +1.4% | +5.0% | -3.6% | +0.2% |
| 30D | +10.6% | -11.7% | +22.4% | +12.8% |
| 3M | +0.2% | -13.3% | +13.5% | +2.0% |
| 6M | +0.9% | -12.5% | +13.4% | +0.7% |
| YTD | -7.8% | +51.2% | -59.0% | -20.1% |
| 1Y | -4.9% | +65.9% | -70.8% | -19.5% |
| 3Y | +44.5% | +95.3% | -50.9% | +8.4% |
| 5Y | +117.7% | +38.6% | +79.1% | +67.7% |
| 10Y | +565.8% | +1,352.3% | -786.5% | +178.1% |
| All | +565.8% | +1,333.6% | -767.8% | +178.1% |
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