+2,577.1%
TFC vs LSCC
+9,784.2%
-7,207.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -2.0% |
| 7D | +1.2% | +13.0% | -11.8% | -0.8% |
| 30D | +8.3% | -19.8% | +28.2% | +11.3% |
| 3M | -5.2% | -18.4% | +13.2% | -3.1% |
| 6M | -0.8% | -16.1% | +15.3% | -0.3% |
| YTD | +3.4% | +42.7% | -39.3% | -5.0% |
| 1Y | +17.0% | +68.0% | -51.0% | +4.7% |
| 3Y | +86.2% | +85.8% | +0.3% | +58.7% |
| 5Y | -2.3% | +28.0% | -30.3% | -14.7% |
| 10Y | +93.9% | +1,255.1% | -1,161.2% | +16.8% |
| All | +2,577.1% | +9,784.2% | -7,207.1% | +1,014.2% |
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