+325.6%
TTD vs LSCC
+1,441.4%
-1,115.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | +0.5% |
| 7D | -1.9% | -4.8% | +2.9% | -0.2% |
| 30D | +7.5% | -27.1% | +34.6% | +21.1% |
| 3M | -32.4% | -23.6% | -8.8% | -26.8% |
| 6M | -47.9% | -19.8% | -28.1% | -47.7% |
| YTD | -66.3% | +33.2% | -99.5% | -74.9% |
| 1Y | -73.1% | +55.2% | -128.4% | -81.7% |
| 3Y | -83.8% | +70.1% | -153.9% | -91.0% |
| 5Y | -81.3% | +19.5% | -100.8% | -87.9% |
| 10Y | +436.7% | +1,164.9% | -728.2% | +42.7% |
| All | +325.6% | +1,441.4% | -1,115.8% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling