+87.5%
TNA vs LSCC
+1,833.8%
-1,746.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.8% |
| 7D | -3.6% | +1.4% | -5.0% | -4.6% |
| 30D | -10.1% | -10.0% | 0.0% | -3.0% |
| 3M | +2.7% | -16.1% | +18.8% | +13.6% |
| 6M | +38.4% | +27.4% | +11.0% | +9.4% |
| YTD | +45.4% | +56.9% | -11.5% | -5.1% |
| 1Y | +55.9% | +74.6% | -18.6% | -7.2% |
| 3Y | +109.8% | +26.0% | +83.9% | +47.0% |
| 5Y | -22.5% | +86.1% | -108.6% | -59.9% |
| 10Y | +87.5% | +1,830.6% | -1,743.1% | -71.7% |
| All | +87.5% | +1,833.8% | -1,746.3% | -71.7% |
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 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