-0.3%
TEL vs LSCC
+75.5%
-75.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.1% |
| 7D | -1.4% | +5.2% | -6.6% | -2.7% |
| 30D | -4.9% | -9.6% | +4.8% | -2.5% |
| 3M | +0.1% | -17.8% | +17.9% | +4.2% |
| 6M | +0.4% | +37.4% | -37.1% | -9.8% |
| YTD | -8.9% | +59.7% | -68.6% | -23.0% |
| 1Y | -0.3% | +76.2% | -76.5% | -18.2% |
| All | -0.3% | +75.5% | -75.8% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling