+359.4%
TPR vs LSCC
+1,486.2%
-1,126.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.0% | -4.8% |
| 7D | +6.4% | +14.5% | -8.1% | +1.3% |
| 30D | +13.8% | -0.1% | +13.8% | +12.0% |
| 3M | -16.6% | -2.7% | -14.0% | -18.1% |
| 6M | +0.7% | -4.8% | +5.5% | -3.1% |
| YTD | +5.3% | +66.9% | -61.5% | -17.3% |
| 1Y | +32.4% | +85.8% | -53.5% | -0.1% |
| 3Y | +406.4% | +115.6% | +290.8% | +233.4% |
| 5Y | +227.9% | +48.8% | +179.1% | +127.5% |
| All | +359.4% | +1,486.2% | -1,126.8% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling