-82.3%
TTD vs LSCC
+20.0%
-102.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -4.8% |
| 7D | +6.3% | +1.3% | +5.0% | +6.0% |
| 30D | -23.9% | -9.7% | -14.2% | -22.6% |
| 3M | -31.4% | -23.7% | -7.7% | -28.5% |
| 6M | -42.7% | +26.5% | -69.2% | -48.5% |
| YTD | -62.0% | +57.5% | -119.5% | -68.4% |
| 1Y | -72.2% | +75.7% | -147.9% | -77.9% |
| All | -82.3% | +20.0% | -102.3% | -85.6% |
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