-76.0%
TE vs LSCC
+392.8%
-468.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | -0.2% |
| 7D | -12.6% | +13.0% | -25.6% | -17.5% |
| 30D | -36.7% | -19.8% | -16.9% | -29.0% |
| 3M | -57.5% | -18.4% | -39.1% | -52.9% |
| 6M | -55.2% | -16.1% | -39.1% | -48.8% |
| YTD | -64.7% | +42.7% | -107.4% | -69.2% |
| 1Y | -35.9% | +68.0% | -103.9% | -47.6% |
| 3Y | -31.8% | +85.8% | -117.6% | -48.0% |
| 5Y | -79.4% | +28.0% | -107.5% | -83.9% |
| All | -76.0% | +392.8% | -468.8% | -82.1% |
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