-43.8%
TOST vs LSCC
+49.6%
-93.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | +2.4% |
| 7D | +11.6% | -4.8% | +16.4% | +12.8% |
| 30D | +16.2% | -27.1% | +43.3% | +28.0% |
| 3M | +1.0% | -23.6% | +24.6% | +8.1% |
| 6M | +23.2% | -19.8% | +43.0% | +23.1% |
| YTD | -1.0% | +33.2% | -34.2% | -24.4% |
| 1Y | -9.9% | +55.2% | -65.1% | -36.3% |
| 3Y | +101.0% | +70.1% | +30.9% | +14.3% |
| 5Y | -40.4% | +19.5% | -59.9% | -63.6% |
| All | -43.8% | +49.6% | -93.3% | -70.6% |
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 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