+23.2%
TOST vs LSCC
-19.6%
+42.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -1.7% |
| 7D | +11.6% | -4.8% | +16.4% | +11.0% |
| 30D | +16.2% | -27.1% | +43.3% | +11.4% |
| 3M | +1.0% | -23.6% | +24.6% | -2.2% |
| 6M | +23.2% | -19.8% | +43.0% | +30.0% |
| All | +23.2% | -19.6% | +42.8% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling