+86.2%
TFC vs LSCC
+81.4%
+4.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -2.1% |
| 7D | +1.2% | +13.0% | -11.8% | -1.0% |
| 30D | +8.3% | -19.8% | +28.2% | +11.9% |
| 3M | -5.2% | -18.4% | +13.2% | -2.7% |
| 6M | -0.8% | -16.1% | +15.3% | -0.6% |
| YTD | +3.4% | +42.7% | -39.3% | -9.0% |
| 1Y | +17.0% | +68.0% | -51.0% | -1.2% |
| 3Y | +86.2% | +85.8% | +0.3% | +34.8% |
| All | +86.2% | +81.4% | +4.8% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling