+127.9%
TT vs LSCC
+26.3%
+101.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.8% | +0.9% |
| 7D | -2.0% | +13.0% | -15.0% | -4.7% |
| 30D | -14.0% | -19.8% | +5.8% | -10.3% |
| 3M | -15.9% | -18.4% | +2.5% | -12.8% |
| 6M | -17.3% | -16.1% | -1.2% | -15.7% |
| YTD | +4.0% | +42.7% | -38.8% | -5.6% |
| 1Y | -7.1% | +68.0% | -75.1% | -18.5% |
| 3Y | +90.2% | +85.8% | +4.4% | +54.1% |
| All | +127.9% | +26.3% | +101.5% | +80.8% |
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