-27.8%
TE vs LSCC
+20.0%
-47.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.1% |
| 7D | -4.0% | +1.3% | -5.3% | -4.9% |
| 30D | -15.9% | -9.7% | -6.2% | -10.1% |
| 3M | -60.5% | -23.7% | -36.8% | -51.5% |
| 6M | -35.2% | +26.5% | -61.7% | -41.6% |
| YTD | -31.1% | +57.5% | -88.7% | -47.1% |
| 1Y | +148.6% | +75.7% | +73.0% | +76.2% |
| All | -27.8% | +20.0% | -47.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling