+0.8%
TFC vs LSCC
+33.9%
-33.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.2% |
| 7D | +2.3% | +7.0% | -4.7% | +0.8% |
| 30D | +10.8% | -2.3% | +13.1% | +10.3% |
| 3M | -3.8% | -12.5% | +8.8% | -2.5% |
| 6M | +9.6% | -10.6% | +20.2% | +8.5% |
| YTD | +5.8% | +52.7% | -46.9% | -8.5% |
| 1Y | +16.2% | +74.0% | -57.8% | -2.7% |
| 3Y | +96.0% | +104.8% | -8.8% | +48.5% |
| All | +0.8% | +33.9% | -33.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling