+33.0%
TSM vs LSCC
+73.4%
-40.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | -0.3% |
| 7D | -2.5% | +19.3% | -21.8% | -9.9% |
| 30D | -14.3% | -9.6% | -4.6% | -10.9% |
| 3M | -7.2% | -12.4% | +5.2% | -2.9% |
| 6M | -5.1% | -10.5% | +5.3% | -2.1% |
| YTD | +28.9% | +54.8% | -25.9% | +5.3% |
| All | +33.0% | +73.4% | -40.4% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling