+81.0%
TEL vs LSCC
+99.6%
-18.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.8% |
| 7D | +4.5% | +7.0% | -2.5% | +2.4% |
| 30D | +2.9% | -2.3% | +5.2% | +2.7% |
| 3M | +1.1% | -12.5% | +13.7% | +3.6% |
| 6M | +5.0% | -10.6% | +15.6% | +5.4% |
| YTD | -3.9% | +52.7% | -56.6% | -17.4% |
| 1Y | -7.4% | +74.0% | -81.4% | -23.2% |
| 3Y | +81.0% | +104.8% | -23.8% | +31.9% |
| All | +81.0% | +99.6% | -18.6% | +31.9% |
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