+87.9%
TFC vs LSCC
+69.3%
+18.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.6% | +6.6% | -0.6% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | +7.8% | -27.1% | +34.9% | +13.1% |
| 3M | -4.8% | -23.6% | +18.8% | -1.2% |
| 6M | +1.8% | -19.8% | +21.7% | +2.7% |
| YTD | +4.4% | +33.2% | -28.8% | -7.1% |
| 1Y | +18.0% | +55.2% | -37.3% | +1.0% |
| All | +87.9% | +69.3% | +18.6% | +37.7% |
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 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