+1,683.2%
TER vs LSCC
+1,772.4%
-89.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.3% |
| 7D | +0.6% | +1.3% | -0.7% | -0.1% |
| 30D | -8.3% | -9.7% | +1.4% | -2.5% |
| 3M | -12.2% | -23.7% | +11.5% | +4.8% |
| 6M | +17.1% | +26.5% | -9.4% | +7.0% |
| YTD | +84.7% | +57.5% | +27.2% | +49.5% |
| 1Y | +199.9% | +75.7% | +124.2% | +129.3% |
| 3Y | +232.8% | +19.5% | +213.3% | +186.4% |
| 5Y | +198.6% | +83.8% | +114.8% | +98.8% |
| All | +1,683.2% | +1,772.4% | -89.2% | +431.7% |
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 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