+462.1%
TTMI vs LSCC
+118.1%
+344.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +10.4% | -1.4% | +2.7% |
| 7D | +7.2% | +14.5% | -7.2% | -0.3% |
| 30D | -28.7% | -0.1% | -28.6% | -27.4% |
| 3M | -39.8% | -2.7% | -37.1% | -37.2% |
| 6M | -51.7% | -4.8% | -46.9% | -48.2% |
| YTD | +14.1% | +66.9% | -52.8% | -3.1% |
| 1Y | +16.0% | +85.8% | -69.9% | -5.1% |
| All | +462.1% | +118.1% | +344.0% | +293.4% |
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 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