+187.6%
TTMI vs LSCC
+259.0%
-71.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.2% | +3.7% |
| 7D | -19.8% | +13.0% | -32.8% | -23.9% |
| 30D | -48.1% | -19.8% | -28.3% | -41.6% |
| 3M | -51.2% | -18.4% | -32.8% | -45.2% |
| 6M | -59.6% | -16.1% | -43.5% | -54.5% |
| YTD | -3.6% | +42.7% | -46.3% | -13.4% |
| 1Y | -2.3% | +68.0% | -70.4% | -18.0% |
| 3Y | +369.4% | +85.8% | +283.5% | +244.8% |
| 5Y | +365.4% | +28.0% | +337.4% | +264.1% |
| 10Y | +413.2% | +1,255.1% | -841.9% | +14.1% |
| All | +187.6% | +259.0% | -71.4% | -45.0% |
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