+299.4%
TPR vs LSCC
+20.0%
+279.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -23.0% | -9.7% | -13.3% | -21.3% |
| 3M | -12.5% | -23.7% | +11.2% | -8.1% |
| 6M | -21.4% | +26.5% | -47.9% | -28.6% |
| YTD | -3.5% | +57.5% | -61.0% | -17.9% |
| 1Y | +17.4% | +75.7% | -58.3% | -3.8% |
| All | +299.4% | +20.0% | +279.4% | +210.7% |
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