+109.8%
TEM vs LSCC
+86.8%
+23.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.4% | +2.6% | +6.5% |
| 7D | +7.6% | +19.3% | -11.7% | -2.3% |
| 30D | +19.0% | -9.6% | +28.7% | +24.7% |
| 3M | +62.2% | -12.4% | +74.6% | +69.4% |
| 6M | +69.4% | -10.5% | +79.8% | +68.4% |
| YTD | +43.0% | +54.8% | -11.8% | -6.1% |
| 1Y | +18.0% | +79.4% | -61.4% | -30.6% |
| All | +109.8% | +86.8% | +23.0% | +16.2% |
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 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