-44.5%
TOST vs LSCC
+60.3%
-104.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -3.8% |
| 7D | +9.4% | +13.0% | -3.5% | +4.4% |
| 30D | +13.5% | -19.8% | +33.3% | +20.8% |
| 3M | -0.1% | -18.4% | +18.3% | +4.4% |
| 6M | +22.5% | -16.1% | +38.6% | +20.5% |
| YTD | -2.4% | +42.7% | -45.1% | -27.3% |
| 1Y | -4.7% | +68.0% | -72.7% | -34.6% |
| 3Y | +103.2% | +85.8% | +17.4% | +11.2% |
| 5Y | -41.2% | +28.0% | -69.3% | -65.0% |
| All | -44.5% | +60.3% | -104.8% | -71.8% |
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