+14.0%
TFC vs LSCC
+77.3%
-63.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +0.1% | +21.2% | -21.1% | -1.1% |
| 30D | +8.6% | -1.9% | +10.5% | +8.8% |
| 3M | -4.3% | -8.1% | +3.7% | -3.9% |
| 6M | +5.4% | -5.2% | +10.7% | +3.9% |
| YTD | +4.5% | +61.5% | -57.0% | -5.0% |
| 1Y | +14.0% | +81.3% | -67.3% | +0.9% |
| All | +14.0% | +77.3% | -63.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling