-48.4%
TSLL vs LSCC
+69.4%
-117.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.3% |
| 7D | -11.0% | +5.0% | -16.1% | -12.7% |
| 30D | -5.3% | -11.7% | +6.5% | +2.0% |
| 3M | +20.8% | -13.3% | +34.1% | +30.0% |
| 6M | -36.0% | -12.5% | -23.5% | -29.3% |
| YTD | -47.3% | +51.2% | -98.5% | -52.6% |
| 1Y | -48.4% | +65.9% | -114.3% | -57.3% |
| All | -48.4% | +69.4% | -117.8% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling