+146.0%
TT vs LSCC
+82.7%
+63.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -7.2% | -9.7% | +2.5% | -5.3% |
| 3M | -3.0% | -23.7% | +20.7% | +1.5% |
| 6M | +1.4% | +26.5% | -25.1% | -4.9% |
| YTD | +15.9% | +57.5% | -41.6% | +3.7% |
| 1Y | +9.4% | +75.7% | -66.3% | -4.7% |
| 3Y | +124.4% | +19.5% | +104.9% | +101.7% |
| All | +146.0% | +82.7% | +63.3% | +79.7% |
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