+129.6%
TT vs LSCC
+20.0%
+109.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -7.2% | -9.7% | +2.5% | -5.5% |
| 3M | -3.0% | -23.7% | +20.7% | +1.0% |
| 6M | +1.4% | +26.5% | -25.1% | -3.9% |
| YTD | +15.9% | +57.5% | -41.6% | +5.7% |
| 1Y | +9.4% | +75.7% | -66.3% | -2.2% |
| All | +129.6% | +20.0% | +109.6% | +94.2% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling