+114.1%
TDG vs LSCC
+36.6%
+77.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +0.3% |
| 7D | +0.4% | +19.3% | -18.9% | -3.0% |
| 30D | +10.0% | -9.6% | +19.7% | +11.4% |
| 3M | -0.5% | -12.4% | +11.9% | +0.9% |
| 6M | +0.3% | -10.5% | +10.8% | -0.2% |
| YTD | -8.3% | +54.8% | -63.1% | -19.7% |
| 1Y | -5.1% | +79.4% | -84.5% | -19.6% |
| 3Y | +46.5% | +109.6% | -63.1% | +9.9% |
| 5Y | +114.1% | +40.4% | +73.7% | +63.8% |
| All | +114.1% | +36.6% | +77.5% | +63.8% |
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