+61.7%
TMO vs LSCC
+101.3%
-39.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +2.8% | +5.0% | -2.2% | +2.2% |
| 30D | +9.1% | -11.7% | +20.9% | +10.3% |
| 3M | +19.9% | -13.3% | +33.2% | +21.0% |
| 6M | +54.7% | -12.5% | +67.3% | +53.9% |
| YTD | +24.3% | +51.2% | -26.9% | +11.8% |
| 1Y | +25.0% | +65.9% | -40.8% | +10.6% |
| 3Y | +61.7% | +95.3% | -33.6% | +31.5% |
| All | +61.7% | +101.3% | -39.6% | +31.5% |
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