-35.2%
TE vs LSCC
+22.3%
-57.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.6% |
| 7D | -4.0% | +1.3% | -5.3% | -5.3% |
| 30D | -15.9% | -9.7% | -6.2% | -7.8% |
| 3M | -60.5% | -23.7% | -36.8% | -48.2% |
| 6M | -35.2% | +26.5% | -61.7% | -30.9% |
| All | -35.2% | +22.3% | -57.5% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling