+75.0%
TEM vs LSCC
+60.8%
+14.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.6% | +1.7% | -2.3% |
| 7D | -9.5% | -4.8% | -4.7% | -7.5% |
| 30D | -2.2% | -27.1% | +24.9% | +14.6% |
| 3M | +50.8% | -23.6% | +74.4% | +69.0% |
| 6M | +30.3% | -19.8% | +50.1% | +36.5% |
| YTD | +19.3% | +33.2% | -14.0% | -15.4% |
| 1Y | -14.4% | +55.2% | -69.6% | -45.8% |
| All | +75.0% | +60.8% | +14.2% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling