+16.9%
TPR vs LSCC
+72.9%
-56.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | -23.3% | -9.7% | -13.6% | -21.9% |
| 3M | -12.8% | -23.7% | +10.9% | -8.8% |
| 6M | -21.7% | +26.5% | -48.2% | -29.7% |
| YTD | -3.9% | +57.5% | -61.4% | -19.3% |
| 1Y | +16.9% | +75.7% | -58.8% | -5.9% |
| All | +16.9% | +72.9% | -56.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling