-34.6%
TLT vs LSCC
+26.3%
-60.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.1% |
| 7D | +0.1% | +13.0% | -12.9% | 0.0% |
| 30D | +6.2% | -19.8% | +26.0% | +6.4% |
| 3M | -0.3% | -18.4% | +18.1% | -0.2% |
| 6M | -3.4% | -16.1% | +12.8% | -3.3% |
| YTD | -3.1% | +42.7% | -45.9% | -3.5% |
| 1Y | -5.2% | +68.0% | -73.2% | -5.7% |
| 3Y | +6.5% | +85.8% | -79.4% | +5.3% |
| All | -34.6% | +26.3% | -60.9% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling