+131.2%
TLT vs LSCC
+1,666.8%
-1,535.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -0.6% | -9.7% | +9.1% | -1.0% |
| 3M | -2.7% | -23.7% | +21.0% | -3.7% |
| 6M | -5.6% | +26.5% | -32.1% | -4.1% |
| YTD | -2.8% | +57.5% | -60.3% | -0.1% |
| 1Y | -1.4% | +75.7% | -77.1% | +2.0% |
| 3Y | -1.6% | +19.5% | -21.0% | +1.2% |
| 5Y | -33.8% | +83.8% | -117.6% | -29.3% |
| 10Y | -21.1% | +1,772.4% | -1,793.5% | +0.8% |
| All | +131.2% | +1,666.8% | -1,535.6% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling