-11.4%
TEAM vs LSCC
+81.4%
-92.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +7.1% | -23.3% | -16.9% |
| 7D | -19.8% | +13.0% | -32.8% | -21.1% |
| 30D | -21.5% | -19.8% | -1.7% | -19.8% |
| 3M | +39.5% | -18.4% | +57.9% | +41.7% |
| 6M | +73.1% | -16.1% | +89.2% | +70.6% |
| YTD | -5.2% | +42.7% | -47.9% | -20.6% |
| 1Y | -1.6% | +68.0% | -69.6% | -21.8% |
| 3Y | -11.4% | +85.8% | -97.3% | -40.4% |
| All | -11.4% | +81.4% | -92.8% | -40.4% |
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