-80.5%
TE vs LSCC
+427.2%
-507.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.4% | -0.2% |
| 7D | -19.1% | +7.0% | -26.0% | -22.2% |
| 30D | -34.1% | -2.3% | -31.8% | -33.7% |
| 3M | -60.1% | -12.5% | -47.6% | -57.6% |
| 6M | -66.0% | -10.6% | -55.4% | -62.6% |
| YTD | -71.4% | +52.7% | -124.1% | -76.0% |
| 1Y | -45.3% | +74.0% | -119.2% | -56.6% |
| 3Y | +9.1% | +104.8% | -95.7% | -20.5% |
| 5Y | -82.6% | +36.2% | -118.8% | -86.9% |
| All | -80.5% | +427.2% | -507.8% | -86.1% |
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