+13,634.3%
TSM vs LSCC
+616.0%
+13,018.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +3.6% | -9.7% | +13.3% | +7.5% |
| 3M | -3.4% | -23.7% | +20.3% | +6.5% |
| 6M | +20.6% | +26.5% | -5.9% | +8.5% |
| YTD | +41.9% | +57.5% | -15.6% | +16.5% |
| 1Y | +84.4% | +75.7% | +8.7% | +44.3% |
| 3Y | +380.2% | +19.5% | +360.8% | +301.7% |
| 5Y | +275.3% | +83.8% | +191.6% | +153.0% |
| 10Y | +1,751.4% | +1,772.4% | -21.0% | +355.2% |
| All | +13,634.3% | +616.0% | +13,018.3% | +3,012.3% |
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