+6.5%
TLT vs LSCC
+69.3%
-62.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.2% |
| 7D | +0.5% | -4.8% | +5.4% | +0.5% |
| 30D | +6.0% | -27.1% | +33.1% | +6.1% |
| 3M | -0.9% | -23.6% | +22.7% | -0.9% |
| 6M | -2.6% | -19.8% | +17.2% | -2.6% |
| YTD | -3.1% | +33.2% | -36.3% | -3.0% |
| 1Y | -4.4% | +55.2% | -59.6% | -4.2% |
| All | +6.5% | +69.3% | -62.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling