-45.7%
TOST vs LSCC
+76.9%
-122.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.7% |
| 7D | -3.4% | +1.3% | -4.7% | -3.9% |
| 30D | -2.4% | -9.7% | +7.2% | +0.8% |
| 3M | +34.6% | -23.7% | +58.3% | +44.1% |
| 6M | +15.2% | +26.5% | -11.3% | -3.7% |
| YTD | -4.4% | +57.5% | -61.9% | -29.6% |
| 1Y | -17.4% | +75.7% | -93.1% | -43.3% |
| 3Y | +54.5% | +19.5% | +35.0% | +18.8% |
| All | -45.7% | +76.9% | -122.6% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling