+2,602.0%
TFC vs LSCC
+9,126.4%
-6,524.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.6% | +6.6% | -0.7% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | +7.8% | -27.1% | +34.9% | +12.4% |
| 3M | -4.8% | -23.6% | +18.8% | -1.7% |
| 6M | +1.8% | -19.8% | +21.7% | +3.1% |
| YTD | +4.4% | +33.2% | -28.8% | -3.0% |
| 1Y | +18.0% | +55.2% | -37.3% | +6.8% |
| 3Y | +85.2% | +70.1% | +15.1% | +60.1% |
| 5Y | -1.4% | +19.5% | -20.9% | -13.0% |
| 10Y | +95.7% | +1,164.9% | -1,069.2% | +19.2% |
| All | +2,602.0% | +9,126.4% | -6,524.3% | +1,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling