-56.8%
TSLL vs LSCC
+67.3%
-124.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.5% | +3.0% |
| 7D | -21.2% | +13.0% | -34.2% | -28.2% |
| 30D | -13.3% | -19.8% | +6.5% | +2.6% |
| 3M | +15.4% | -18.4% | +33.8% | +32.2% |
| 6M | -34.2% | -16.1% | -18.1% | -26.2% |
| YTD | -52.9% | +42.7% | -95.6% | -67.9% |
| 1Y | -54.3% | +68.0% | -122.3% | -73.1% |
| 3Y | -18.4% | +85.8% | -104.2% | -55.3% |
| All | -56.8% | +67.3% | -124.2% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling