+328.6%
TMO vs LSCC
+1,943.7%
-1,615.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.2% |
| 7D | -0.6% | +3.3% | -4.0% | -1.3% |
| 30D | +1.1% | -7.4% | +8.5% | +2.3% |
| 3M | +28.3% | -16.2% | +44.5% | +30.9% |
| 6M | +23.3% | +31.9% | -8.6% | +13.8% |
| YTD | +5.5% | +62.8% | -57.3% | -7.4% |
| 1Y | +24.5% | +81.4% | -56.9% | +6.3% |
| 3Y | +19.6% | +33.1% | -13.5% | +2.9% |
| 5Y | +8.1% | +90.8% | -82.6% | -18.0% |
| All | +328.6% | +1,943.7% | -1,615.1% | +111.0% |
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