+443.6%
TEAM vs LSCC
+1,351.6%
-907.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.1% |
| 7D | -2.4% | +7.0% | -9.4% | -4.6% |
| 30D | -26.7% | -2.3% | -24.4% | -27.3% |
| 3M | -9.6% | -12.5% | +2.9% | -8.5% |
| 6M | +86.0% | -10.6% | +96.6% | +79.0% |
| YTD | -7.5% | +52.7% | -60.2% | -30.2% |
| 1Y | -1.4% | +74.0% | -75.3% | -29.5% |
| 3Y | -14.3% | +104.8% | -119.1% | -48.2% |
| 5Y | -66.3% | +36.2% | -102.6% | -77.3% |
| All | +443.6% | +1,351.6% | -907.9% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling