+322.0%
TSM vs LSCC
+81.4%
+240.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +3.4% |
| 7D | -7.6% | +13.0% | -20.5% | -12.1% |
| 30D | -20.5% | -19.8% | -0.7% | -13.4% |
| 3M | -10.0% | -18.4% | +8.4% | -3.2% |
| 6M | -10.1% | -16.1% | +6.1% | -5.2% |
| YTD | +24.5% | +42.7% | -18.2% | +5.1% |
| 1Y | +31.2% | +68.0% | -36.8% | +3.6% |
| 3Y | +322.0% | +85.8% | +236.1% | +191.5% |
| All | +322.0% | +81.4% | +240.6% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling