+261.5%
TPR vs LSCC
+40.9%
+220.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | +12.1% | +5.0% | +7.0% | +10.0% |
| 30D | +16.7% | -11.7% | +28.4% | +19.5% |
| 3M | -17.4% | -13.3% | -4.1% | -15.6% |
| 6M | +2.3% | -12.5% | +14.8% | +1.2% |
| YTD | +7.1% | +51.2% | -44.1% | -13.3% |
| 1Y | +29.5% | +65.9% | -36.4% | +1.2% |
| 3Y | +415.0% | +95.3% | +319.7% | +244.3% |
| 5Y | +261.5% | +38.6% | +222.9% | +143.1% |
| All | +261.5% | +40.9% | +220.5% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling