-55.4%
TSLL vs LSCC
+84.7%
-140.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.8% | -13.4% |
| 7D | +1.9% | +1.3% | +0.6% | +0.7% |
| 30D | +17.8% | -9.7% | +27.4% | +26.3% |
| 3M | -37.0% | -23.7% | -13.3% | -22.4% |
| 6M | -37.7% | +26.5% | -64.2% | -50.0% |
| YTD | -51.4% | +57.5% | -108.9% | -68.9% |
| 1Y | -23.4% | +75.7% | -99.0% | -55.8% |
| 3Y | -30.8% | +19.5% | -50.2% | -49.4% |
| All | -55.4% | +84.7% | -140.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling