+69.6%
LSCC vs TPG
+0.9%
+68.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | +3.0% | +12.5% | -9.5% | +0.4% |
| 30D | -19.3% | +12.7% | -32.0% | -21.4% |
| 3M | -22.3% | +3.5% | -25.8% | -23.2% |
| 6M | -14.6% | +14.1% | -28.7% | -17.9% |
| YTD | +45.8% | -18.5% | +64.2% | +53.4% |
| 1Y | +69.6% | -1.8% | +71.4% | +68.0% |
| All | +69.6% | +0.9% | +68.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling