+224.7%
TSM vs LSCC
+18.7%
+206.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.6% | -2.2% | -7.2% |
| 7D | -18.2% | -4.8% | -13.4% | -16.6% |
| 30D | -26.8% | -27.1% | +0.3% | -17.0% |
| 3M | -14.5% | -23.6% | +9.1% | -5.4% |
| 6M | -10.0% | -19.8% | +9.8% | -3.5% |
| YTD | +17.1% | +33.2% | -16.1% | +0.8% |
| 1Y | +21.5% | +55.2% | -33.7% | -2.1% |
| 3Y | +300.4% | +70.1% | +230.3% | +185.5% |
| 5Y | +224.7% | +19.5% | +205.2% | +136.6% |
| All | +224.7% | +18.7% | +206.0% | +136.6% |
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 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