-83.3%
TTD vs LSCC
+81.4%
-164.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.4% |
| 7D | +5.2% | +13.0% | -7.8% | +2.8% |
| 30D | +6.9% | -19.8% | +26.8% | +10.8% |
| 3M | -26.8% | -18.4% | -8.4% | -25.0% |
| 6M | -46.1% | -16.1% | -30.0% | -46.5% |
| YTD | -65.9% | +42.7% | -108.7% | -71.8% |
| 1Y | -71.8% | +68.0% | -139.8% | -78.0% |
| 3Y | -83.3% | +85.8% | -169.2% | -88.1% |
| All | -83.3% | +81.4% | -164.7% | -88.1% |
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