-60.3%
TSLL vs LSCC
+56.2%
-116.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.6% | -13.3% | -15.2% |
| 7D | -28.9% | -4.8% | -24.1% | -26.3% |
| 30D | -21.4% | -27.1% | +5.7% | +0.1% |
| 3M | +5.0% | -23.6% | +28.6% | +26.5% |
| 6M | -36.6% | -19.8% | -16.7% | -26.3% |
| YTD | -56.6% | +33.2% | -89.9% | -68.8% |
| 1Y | -60.9% | +55.2% | -116.1% | -75.5% |
| 3Y | -25.2% | +70.1% | -95.3% | -56.3% |
| All | -60.3% | +56.2% | -116.5% | -77.7% |
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