+388.1%
TMO vs LSCC
+1,498.6%
-1,110.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.4% | -1.9% |
| 7D | +1.6% | +14.5% | -12.8% | -1.0% |
| 30D | +8.4% | -0.1% | +8.4% | +7.7% |
| 3M | +18.7% | -2.7% | +21.4% | +17.9% |
| 6M | +58.9% | -4.8% | +63.7% | +55.8% |
| YTD | +24.2% | +66.9% | -42.6% | +7.4% |
| 1Y | +22.8% | +85.8% | -63.0% | +3.7% |
| 3Y | +61.6% | +115.6% | -54.0% | +24.8% |
| 5Y | +15.3% | +48.8% | -33.5% | -9.1% |
| 10Y | +388.1% | +1,490.3% | -1,102.1% | +136.4% |
| All | +388.1% | +1,498.6% | -1,110.4% | +136.4% |
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