+130.4%
TLT vs LSCC
+1,394.4%
-1,263.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | -0.2% |
| 7D | +0.5% | -4.8% | +5.4% | +0.4% |
| 30D | +6.0% | -27.1% | +33.1% | +4.7% |
| 3M | -0.9% | -23.6% | +22.7% | -1.9% |
| 6M | -2.6% | -19.8% | +17.2% | -3.1% |
| YTD | -3.1% | +33.2% | -36.3% | -0.9% |
| 1Y | -4.4% | +55.2% | -59.6% | -1.4% |
| 3Y | +5.5% | +70.1% | -64.6% | +10.7% |
| 5Y | -34.7% | +19.5% | -54.2% | -31.8% |
| 10Y | -17.6% | +1,164.9% | -1,182.5% | +3.1% |
| All | +130.4% | +1,394.4% | -1,263.9% | +235.2% |
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 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