-80.6%
TTD vs LSCC
+104.5%
-185.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.4% | +7.0% | +13.8% |
| 7D | +19.0% | +19.3% | -0.4% | +15.1% |
| 30D | +23.6% | -9.6% | +33.2% | +25.3% |
| 3M | +8.2% | -12.4% | +20.6% | +9.6% |
| 6M | -35.3% | -10.5% | -24.9% | -36.3% |
| YTD | -60.7% | +54.8% | -115.5% | -67.9% |
| 1Y | -65.3% | +79.4% | -144.7% | -73.1% |
| 3Y | -80.6% | +109.6% | -190.2% | -86.3% |
| All | -80.6% | +104.5% | -185.1% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling