-12.6%
TLT vs LSCC
+1,351.6%
-1,364.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | -0.5% |
| 7D | -3.1% | +7.0% | -10.1% | -3.0% |
| 30D | +1.0% | -2.3% | +3.3% | +1.1% |
| 3M | -2.7% | -12.5% | +9.8% | -2.8% |
| 6M | -4.1% | -10.6% | +6.4% | -4.1% |
| YTD | -5.4% | +52.7% | -58.0% | -4.2% |
| 1Y | -7.0% | +74.0% | -81.0% | -5.7% |
| 3Y | +2.8% | +104.8% | -102.0% | +5.3% |
| 5Y | -35.4% | +36.2% | -71.6% | -34.3% |
| All | -12.6% | +1,351.6% | -1,364.1% | +2.2% |
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 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