+733.5%
TT vs LSCC
+1,348.6%
-615.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | -11.8% | -11.7% | 0.0% | -9.8% |
| 3M | -11.6% | -13.3% | +1.7% | -9.5% |
| 6M | -9.3% | -12.5% | +3.2% | -8.4% |
| YTD | +8.9% | +51.2% | -42.3% | -2.4% |
| 1Y | -2.2% | +65.9% | -68.1% | -14.1% |
| 3Y | +91.9% | +95.3% | -3.5% | +54.1% |
| 5Y | +136.0% | +38.6% | +97.4% | +92.4% |
| All | +733.5% | +1,348.6% | -615.0% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling