+25.4%
TMO vs LSCC
+57.8%
-32.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | +0.3% | +3.0% | -2.7% | +0.1% |
| 30D | +4.3% | -19.3% | +23.6% | +4.7% |
| 3M | +25.1% | -22.3% | +47.4% | +25.7% |
| 6M | +52.9% | -14.6% | +67.5% | +50.6% |
| YTD | +22.2% | +45.8% | -23.6% | +8.7% |
| 1Y | +25.4% | +69.6% | -44.2% | +8.6% |
| All | +25.4% | +57.8% | -32.5% | +8.6% |
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