+8,241.0%
TMO vs LSCC
+10,808.2%
-2,567.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.1% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +6.2% | -9.7% | +15.9% | +7.7% |
| 3M | +27.5% | -23.7% | +51.2% | +31.3% |
| 6M | +20.0% | +26.5% | -6.5% | +13.4% |
| YTD | +6.1% | +57.5% | -51.4% | -3.5% |
| 1Y | +25.8% | +75.7% | -49.8% | +11.9% |
| 3Y | +11.2% | +19.5% | -8.2% | +0.7% |
| 5Y | +9.6% | +83.8% | -74.2% | -9.8% |
| 10Y | +317.8% | +1,772.4% | -1,454.6% | +131.0% |
| All | +8,241.0% | +10,808.2% | -2,567.3% | +2,815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling