+17.5%
TMO vs LSCC
+27.3%
-9.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | +0.4% | +5.2% | -4.8% | -0.2% |
| 30D | +1.5% | -9.6% | +11.2% | +2.6% |
| 3M | +28.5% | -17.8% | +46.3% | +30.5% |
| 6M | +20.4% | +37.4% | -17.1% | +12.3% |
| YTD | +4.3% | +59.7% | -55.4% | -5.6% |
| 1Y | +24.1% | +76.2% | -52.1% | +10.0% |
| 3Y | +17.5% | +28.2% | -10.7% | +0.4% |
| All | +17.5% | +27.3% | -9.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling