+106.1%
TOST vs LSCC
+69.3%
+36.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | +0.7% |
| 7D | +11.6% | -4.8% | +16.4% | +12.2% |
| 30D | +16.2% | -27.1% | +43.3% | +21.5% |
| 3M | +1.0% | -23.6% | +24.6% | +4.3% |
| 6M | +23.2% | -19.8% | +43.0% | +22.9% |
| YTD | -1.0% | +33.2% | -34.2% | -15.0% |
| 1Y | -9.9% | +55.2% | -65.1% | -26.0% |
| All | +106.1% | +69.3% | +36.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling