+464.6%
TTD vs LSCC
+1,244.7%
-780.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -2.2% |
| 7D | +5.2% | +13.0% | -7.8% | -0.8% |
| 30D | +6.9% | -19.8% | +26.8% | +15.9% |
| 3M | -26.8% | -18.4% | -8.4% | -22.9% |
| 6M | -46.1% | -16.1% | -30.0% | -47.0% |
| YTD | -65.9% | +42.7% | -108.7% | -75.7% |
| 1Y | -71.8% | +68.0% | -139.8% | -81.7% |
| 3Y | -83.3% | +85.8% | -169.2% | -91.3% |
| 5Y | -81.1% | +28.0% | -109.2% | -88.4% |
| All | +464.6% | +1,244.7% | -780.1% | +49.3% |
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