+25.8%
TMO vs LSCC
+72.9%
-47.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | +6.2% | -9.7% | +15.9% | +6.6% |
| 3M | +27.5% | -23.7% | +51.2% | +28.9% |
| 6M | +20.0% | +26.5% | -6.5% | +13.8% |
| YTD | +6.1% | +57.5% | -51.4% | -2.5% |
| 1Y | +25.8% | +75.7% | -49.8% | +11.8% |
| All | +25.8% | +72.9% | -47.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling