-12.5%
TLT vs LSCC
+1,398.6%
-1,411.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | +0.2% |
| 7D | +0.3% | +19.3% | -19.1% | +0.6% |
| 30D | +5.1% | -9.6% | +14.8% | +5.0% |
| 3M | -0.2% | -12.4% | +12.2% | -0.3% |
| 6M | -2.9% | -10.5% | +7.5% | -2.9% |
| YTD | -2.7% | +54.8% | -57.5% | -1.5% |
| 1Y | -4.6% | +79.4% | -84.0% | -3.2% |
| 3Y | +6.1% | +109.6% | -103.5% | +8.7% |
| 5Y | -35.1% | +40.4% | -75.5% | -34.0% |
| 10Y | -12.5% | +1,379.1% | -1,391.6% | +2.0% |
| All | -12.5% | +1,398.6% | -1,411.0% | +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