-47.9%
TTD vs LSCC
-19.6%
-28.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -4.0% |
| 7D | -1.9% | -4.8% | +2.9% | -2.5% |
| 30D | +7.5% | -27.1% | +34.6% | +3.1% |
| 3M | -32.4% | -23.6% | -8.8% | -34.5% |
| 6M | -47.9% | -19.8% | -28.1% | -47.4% |
| All | -47.9% | -19.6% | -28.4% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling