+145.3%
TRV vs LSCC
+81.4%
+63.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -1.9% |
| 7D | -0.3% | +13.0% | -13.2% | -0.3% |
| 30D | +9.6% | -19.8% | +29.4% | +9.8% |
| 3M | +2.7% | -18.4% | +21.1% | +2.9% |
| 6M | +32.0% | -16.1% | +48.1% | +31.6% |
| YTD | +37.8% | +42.7% | -4.9% | +34.0% |
| 1Y | +45.2% | +68.0% | -22.8% | +39.9% |
| 3Y | +145.3% | +85.8% | +59.4% | +138.2% |
| All | +145.3% | +81.4% | +63.9% | +138.2% |
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