-82.0%
TE vs LSCC
+42.8%
-124.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.3% | -5.4% |
| 7D | -13.6% | +21.2% | -34.8% | -24.4% |
| 30D | -37.7% | -1.9% | -35.8% | -37.4% |
| 3M | -59.8% | -8.1% | -51.7% | -58.1% |
| 6M | -66.3% | -5.2% | -61.1% | -63.8% |
| YTD | -70.5% | +61.5% | -132.0% | -78.0% |
| 1Y | -48.8% | +81.3% | -130.1% | -64.2% |
| 3Y | +31.3% | +108.7% | -77.4% | -20.2% |
| 5Y | -82.0% | +44.1% | -126.2% | -87.2% |
| All | -82.0% | +42.8% | -124.9% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling