+33.1%
TPR vs LSCC
+72.6%
-39.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.5% |
| 7D | -0.3% | +7.0% | -7.3% | -1.3% |
| 30D | +15.1% | -2.3% | +17.4% | +15.0% |
| 3M | +3.5% | -12.5% | +16.0% | +4.9% |
| 6M | +0.4% | -10.6% | +11.0% | -1.7% |
| YTD | +4.6% | +52.7% | -48.1% | -11.7% |
| 1Y | +33.1% | +74.0% | -40.9% | +10.1% |
| All | +33.1% | +72.6% | -39.5% | +10.1% |
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