+27.0%
TMO vs LSCC
+72.6%
-45.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -0.3% | -9.5% | +9.2% | 0.0% |
| 3M | +25.3% | -13.8% | +39.0% | +25.2% |
| 6M | +20.9% | +24.5% | -3.6% | +14.8% |
| YTD | +4.3% | +55.1% | -50.8% | -4.1% |
| 1Y | +27.0% | +72.5% | -45.5% | +14.0% |
| All | +27.0% | +72.6% | -45.6% | +14.0% |
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 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