-20.1%
TSLL vs LSCC
-12.1%
-8.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -7.2% |
| 7D | -9.4% | +3.0% | -12.4% | -12.1% |
| 30D | +1.6% | -19.3% | +20.8% | +17.7% |
| 3M | +29.4% | -22.3% | +51.7% | +53.4% |
| 6M | -20.1% | -14.6% | -5.6% | -9.5% |
| All | -20.1% | -12.1% | -8.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling