+263.4%
TSM vs LSCC
+40.9%
+222.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.0% |
| 7D | -2.1% | +5.0% | -7.1% | -4.0% |
| 30D | -12.5% | -11.7% | -0.8% | -8.4% |
| 3M | -5.0% | -13.3% | +8.3% | -0.4% |
| 6M | -3.2% | -12.5% | +9.3% | +0.1% |
| YTD | +31.5% | +51.2% | -19.7% | +7.3% |
| 1Y | +35.7% | +65.9% | -30.2% | +6.3% |
| 3Y | +323.5% | +95.3% | +228.1% | +184.9% |
| 5Y | +263.4% | +38.6% | +224.8% | +148.8% |
| All | +263.4% | +40.9% | +222.4% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling