+421.8%
TPR vs LSCC
+69.3%
+352.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.6% | +15.7% | +9.0% |
| 7D | +13.9% | -4.8% | +18.7% | +14.5% |
| 30D | +14.9% | -27.1% | +42.0% | +22.5% |
| 3M | -15.4% | -23.6% | +8.2% | -11.3% |
| 6M | -4.5% | -19.8% | +15.4% | -3.3% |
| YTD | +6.0% | +33.2% | -27.2% | -8.1% |
| 1Y | +24.3% | +55.2% | -30.9% | +3.2% |
| All | +421.8% | +69.3% | +352.5% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling