-47.3%
TE vs LSCC
+82.7%
-130.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | 0.0% |
| 7D | -4.0% | +1.3% | -5.3% | -4.8% |
| 30D | -15.9% | -9.7% | -6.2% | -10.4% |
| 3M | -60.5% | -23.7% | -36.8% | -51.9% |
| 6M | -35.2% | +26.5% | -61.7% | -42.0% |
| YTD | -31.1% | +57.5% | -88.7% | -47.1% |
| 1Y | +148.6% | +75.7% | +73.0% | +76.7% |
| 3Y | -26.4% | +19.5% | -45.9% | -39.1% |
| All | -47.3% | +82.7% | -130.0% | -68.0% |
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 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