+29.9%
TPR vs LSCC
+83.2%
-53.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.0% | -2.9% |
| 7D | +6.4% | +14.5% | -8.1% | +4.4% |
| 30D | +13.8% | -0.1% | +13.8% | +13.6% |
| 3M | -16.6% | -2.7% | -14.0% | -16.7% |
| 6M | +0.7% | -4.8% | +5.5% | -1.8% |
| YTD | +5.3% | +66.9% | -61.5% | -12.6% |
| All | +29.9% | +83.2% | -53.3% | +5.0% |
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 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