+527.9%
TTD vs LSCC
+1,498.6%
-970.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.4% | -6.7% | -0.9% |
| 7D | +20.8% | +14.5% | +6.3% | +13.6% |
| 30D | +33.8% | -0.1% | +33.9% | +31.7% |
| 3M | +17.8% | -2.7% | +20.5% | +15.1% |
| 6M | -25.7% | -4.8% | -20.9% | -30.5% |
| YTD | -57.9% | +66.9% | -124.8% | -71.9% |
| 1Y | -63.8% | +85.8% | -149.7% | -77.4% |
| 3Y | -75.0% | +115.6% | -190.6% | -87.7% |
| 5Y | -82.5% | +48.8% | -131.4% | -89.9% |
| 10Y | +527.9% | +1,490.3% | -962.4% | +45.2% |
| All | +527.9% | +1,498.6% | -970.7% | +45.2% |
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 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