+5.0%
TSLL vs LSCC
-25.9%
+30.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.6% | -13.3% | -17.1% |
| 7D | -28.9% | -4.8% | -24.1% | -25.7% |
| 30D | -21.4% | -27.1% | +5.7% | -9.2% |
| 3M | +5.0% | -23.6% | +28.6% | +19.9% |
| All | +5.0% | -25.9% | +30.9% | +19.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling