+8,486.3%
TPR vs LSCC
+284.5%
+8,201.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.6% | +15.7% | +9.4% |
| 7D | +13.9% | -4.8% | +18.7% | +14.7% |
| 30D | +14.9% | -27.1% | +42.0% | +23.9% |
| 3M | -15.4% | -23.6% | +8.2% | -10.6% |
| 6M | -4.5% | -19.8% | +15.4% | -2.5% |
| YTD | +6.0% | +33.2% | -27.2% | -7.6% |
| 1Y | +24.3% | +55.2% | -30.9% | +3.7% |
| 3Y | +412.8% | +70.1% | +342.7% | +290.7% |
| 5Y | +258.4% | +19.5% | +238.9% | +188.6% |
| 10Y | +396.8% | +1,164.9% | -768.1% | +98.7% |
| All | +8,486.3% | +284.5% | +8,201.8% | +2,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling