+30.3%
TEM vs LSCC
-19.6%
+49.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.6% | +1.7% | -4.4% |
| 7D | -9.5% | -4.8% | -4.7% | -8.2% |
| 30D | -2.2% | -27.1% | +24.9% | +5.5% |
| 3M | +50.8% | -23.6% | +74.4% | +59.9% |
| 6M | +30.3% | -19.8% | +50.1% | +38.7% |
| All | +30.3% | -19.6% | +49.8% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling