-49.1%
TSLL vs LSCC
+70.9%
-120.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -7.3% |
| 7D | -9.4% | +3.0% | -12.4% | -12.9% |
| 30D | +1.6% | -19.3% | +20.8% | +18.0% |
| 3M | +29.4% | -22.3% | +51.7% | +52.0% |
| 6M | -20.1% | -14.6% | -5.6% | -12.8% |
| YTD | -44.5% | +45.8% | -90.3% | -63.2% |
| 1Y | -46.0% | +69.6% | -115.6% | -68.8% |
| 3Y | -4.3% | +86.1% | -90.4% | -48.4% |
| All | -49.1% | +70.9% | -120.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling