+989.4%
TNA vs LSCC
+6,995.9%
-6,006.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.4% | -2.8% |
| 7D | -7.0% | +13.0% | -20.0% | -15.9% |
| 30D | -6.4% | -19.8% | +13.4% | +8.7% |
| 3M | -25.7% | -18.4% | -7.3% | -16.5% |
| 6M | -19.7% | -16.1% | -3.6% | -15.1% |
| YTD | +18.3% | +42.7% | -24.5% | -21.4% |
| 1Y | +24.6% | +68.0% | -43.4% | -27.5% |
| 3Y | +112.8% | +85.8% | +27.0% | +4.0% |
| 5Y | -49.5% | +28.0% | -77.6% | -66.7% |
| 10Y | +76.4% | +1,255.1% | -1,178.7% | -83.0% |
| All | +989.4% | +6,995.9% | -6,006.6% | -93.2% |
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