-15.7%
TEAM vs LSCC
+101.3%
-117.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.8% |
| 7D | -22.2% | +5.0% | -27.3% | -22.7% |
| 30D | -28.1% | -11.7% | -16.4% | -27.4% |
| 3M | -2.2% | -13.3% | +11.1% | -1.3% |
| 6M | +62.2% | -12.5% | +74.8% | +59.7% |
| YTD | -8.4% | +51.2% | -59.5% | -23.7% |
| 1Y | -6.6% | +65.9% | -72.5% | -24.6% |
| 3Y | -15.7% | +95.3% | -111.1% | -43.4% |
| All | -15.7% | +101.3% | -117.0% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling