+1,316.1%
TNA vs LSCC
+7,731.1%
-6,415.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.9% |
| 7D | -0.1% | +1.3% | -1.4% | -1.1% |
| 30D | -4.9% | -9.7% | +4.8% | +2.6% |
| 3M | +0.4% | -23.7% | +24.1% | +20.1% |
| 6M | +32.5% | +26.5% | +6.0% | +4.3% |
| YTD | +53.7% | +57.5% | -3.8% | -1.7% |
| 1Y | +65.1% | +75.7% | -10.6% | -4.2% |
| 3Y | +98.4% | +19.5% | +79.0% | +42.0% |
| 5Y | -22.5% | +83.8% | -106.2% | -60.2% |
| 10Y | +82.5% | +1,772.4% | -1,689.8% | -86.4% |
| All | +1,316.1% | +7,731.1% | -6,415.0% | -91.5% |
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 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