+97.3%
TEM vs LSCC
+101.4%
-4.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.7% | -6.9% |
| 7D | +5.1% | +14.5% | -9.4% | -2.4% |
| 30D | +16.8% | -0.1% | +16.9% | +15.4% |
| 3M | +42.6% | -2.7% | +45.3% | +40.1% |
| 6M | +63.9% | -4.8% | +68.7% | +57.3% |
| YTD | +34.5% | +66.9% | -32.3% | -15.5% |
| 1Y | +11.0% | +85.8% | -74.8% | -35.6% |
| All | +97.3% | +101.4% | -4.1% | +4.6% |
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