+9.1%
TE vs LSCC
+99.6%
-90.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.4% | +0.9% |
| 7D | -19.1% | +7.0% | -26.0% | -23.6% |
| 30D | -34.1% | -2.3% | -31.8% | -33.9% |
| 3M | -60.1% | -12.5% | -47.6% | -56.8% |
| 6M | -66.0% | -10.6% | -55.4% | -61.7% |
| YTD | -71.4% | +52.7% | -124.1% | -78.4% |
| 1Y | -45.3% | +74.0% | -119.2% | -62.1% |
| 3Y | +9.1% | +104.8% | -95.7% | -35.0% |
| All | +9.1% | +99.6% | -90.5% | -35.0% |
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