-55.2%
TE vs LSCC
-16.2%
-39.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | -4.5% |
| 7D | -12.6% | +13.0% | -25.6% | -23.6% |
| 30D | -36.7% | -19.8% | -16.9% | -18.3% |
| 3M | -57.5% | -18.4% | -39.1% | -47.4% |
| 6M | -55.2% | -16.1% | -39.1% | -49.6% |
| All | -55.2% | -16.2% | -39.0% | -49.6% |
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