+42.8%
TSM vs LSCC
+72.6%
-29.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +0.8% |
| 7D | +6.2% | +7.0% | -0.8% | +2.7% |
| 30D | -7.3% | -2.3% | -5.0% | -7.1% |
| 3M | -7.1% | -12.5% | +5.4% | -3.0% |
| 6M | +0.2% | -10.6% | +10.8% | +3.4% |
| YTD | +32.2% | +52.7% | -20.5% | +9.3% |
| 1Y | +42.8% | +74.0% | -31.2% | +14.4% |
| All | +42.8% | +72.6% | -29.8% | +14.4% |
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