-16.9%
TLT vs LSCC
+1,244.7%
-1,261.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | +0.1% |
| 7D | +0.1% | +13.0% | -12.9% | +0.3% |
| 30D | +6.2% | -19.8% | +26.0% | +5.9% |
| 3M | -0.3% | -18.4% | +18.1% | -0.6% |
| 6M | -3.4% | -16.1% | +12.8% | -3.4% |
| YTD | -3.1% | +42.7% | -45.9% | -2.1% |
| 1Y | -5.2% | +68.0% | -73.2% | -3.9% |
| 3Y | +6.5% | +85.8% | -79.4% | +8.8% |
| 5Y | -34.7% | +28.0% | -62.8% | -33.7% |
| All | -16.9% | +1,244.7% | -1,261.6% | -3.0% |
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