+11,237.1%
TSM vs LSCC
+505.6%
+10,731.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.6% | -2.2% | -7.5% |
| 7D | -18.2% | -4.8% | -13.4% | -16.8% |
| 30D | -26.8% | -27.1% | +0.3% | -17.7% |
| 3M | -14.5% | -23.6% | +9.1% | -6.1% |
| 6M | -10.0% | -19.8% | +9.8% | -4.0% |
| YTD | +17.1% | +33.2% | -16.1% | +1.7% |
| 1Y | +21.5% | +55.2% | -33.7% | -0.7% |
| 3Y | +300.4% | +70.1% | +230.3% | +194.3% |
| 5Y | +224.7% | +19.5% | +205.2% | +156.2% |
| 10Y | +1,372.7% | +1,164.9% | +207.7% | +322.4% |
| All | +11,237.1% | +505.6% | +10,731.5% | +2,617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling