-78.3%
TE vs LSCC
+476.1%
-554.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.5% | -2.4% |
| 7D | -22.0% | +14.5% | -36.4% | -27.3% |
| 30D | -33.6% | -0.1% | -33.6% | -34.0% |
| 3M | -61.1% | -2.7% | -58.4% | -60.9% |
| 6M | -64.7% | -4.8% | -59.9% | -62.6% |
| YTD | -68.1% | +66.9% | -135.0% | -74.5% |
| 1Y | -51.7% | +85.8% | -137.5% | -63.0% |
| 3Y | +42.0% | +115.6% | -73.6% | -0.2% |
| 5Y | -80.8% | +48.8% | -129.6% | -86.2% |
| All | -78.3% | +476.1% | -554.4% | -85.2% |
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