-12.3%
TLT vs LSCC
+1,333.6%
-1,346.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.4% |
| 7D | -0.3% | +5.0% | -5.3% | -0.2% |
| 30D | +3.7% | -11.7% | +15.5% | +3.6% |
| 3M | -0.7% | -13.3% | +12.6% | -0.8% |
| 6M | -4.2% | -12.5% | +8.3% | -4.2% |
| YTD | -4.0% | +51.2% | -55.2% | -2.9% |
| 1Y | -5.8% | +65.9% | -71.7% | -4.6% |
| 3Y | +4.1% | +95.3% | -91.2% | +6.5% |
| 5Y | -34.8% | +38.6% | -73.4% | -33.7% |
| 10Y | -12.3% | +1,352.3% | -1,364.7% | +2.0% |
| All | -12.3% | +1,333.6% | -1,346.0% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling