+386.6%
TMO vs LSCC
+1,351.6%
-964.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.1% |
| 7D | +0.8% | +7.0% | -6.2% | -0.6% |
| 30D | +4.0% | -2.3% | +6.3% | +3.8% |
| 3M | +17.6% | -12.5% | +30.1% | +19.1% |
| 6M | +57.3% | -10.6% | +67.9% | +55.9% |
| YTD | +21.2% | +52.7% | -31.5% | +6.4% |
| 1Y | +21.1% | +74.0% | -52.8% | +3.4% |
| 3Y | +58.8% | +104.8% | -46.0% | +23.6% |
| 5Y | +11.8% | +36.2% | -24.4% | -10.5% |
| All | +386.6% | +1,351.6% | -964.9% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling