+443.1%
TTMI vs LSCC
+296.2%
+146.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.9% | +8.0% |
| 7D | +5.9% | +1.3% | +4.5% | +5.3% |
| 30D | -4.3% | -9.7% | +5.4% | +0.7% |
| 3M | -32.0% | -23.7% | -8.3% | -22.0% |
| 6M | +19.5% | +26.5% | -7.0% | +11.5% |
| YTD | +82.0% | +57.5% | +24.5% | +53.1% |
| 1Y | +172.6% | +75.7% | +96.9% | +118.9% |
| 3Y | +744.7% | +19.5% | +725.2% | +625.1% |
| 5Y | +805.6% | +83.8% | +721.8% | +487.3% |
| 10Y | +1,057.6% | +1,772.4% | -714.8% | +113.8% |
| All | +443.1% | +296.2% | +146.9% | -2.8% |
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