-82.6%
TTD vs LSCC
+40.9%
-123.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +4.2% |
| 7D | +19.9% | +5.0% | +14.9% | +17.6% |
| 30D | +27.6% | -11.7% | +39.4% | +32.6% |
| 3M | +15.2% | -13.3% | +28.5% | +18.4% |
| 6M | -33.2% | -12.5% | -20.7% | -35.0% |
| YTD | -59.4% | +51.2% | -110.6% | -71.7% |
| 1Y | -64.4% | +65.9% | -130.3% | -76.6% |
| 3Y | -75.9% | +95.3% | -171.3% | -88.2% |
| 5Y | -82.6% | +38.6% | -121.2% | -90.3% |
| All | -82.6% | +40.9% | -123.5% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling