+77.9%
TEM vs LSCC
+84.3%
-6.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.5% | -0.2% | -2.7% |
| 7D | -5.9% | +7.0% | -12.8% | -9.4% |
| 30D | +4.8% | -2.3% | +7.1% | +5.0% |
| 3M | +31.9% | -12.5% | +44.4% | +37.4% |
| 6M | +56.0% | -10.6% | +66.6% | +54.5% |
| YTD | +21.3% | +52.7% | -31.4% | -20.1% |
| 1Y | +5.4% | +74.0% | -68.6% | -36.9% |
| All | +77.9% | +84.3% | -6.4% | -1.1% |
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