+79.4%
LSCC vs TPG
+71.4%
+8.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +1.4% |
| 7D | +0.4% | -11.8% | +12.3% | +8.3% |
| 30D | -9.5% | -6.3% | -3.2% | -6.7% |
| 3M | -13.8% | +13.6% | -27.3% | -21.5% |
| 6M | +24.5% | +13.8% | +10.6% | +11.7% |
| YTD | +55.1% | -23.7% | +78.9% | +77.9% |
| 1Y | +72.5% | -18.2% | +90.7% | +87.5% |
| 3Y | +24.5% | +80.1% | -55.6% | -21.3% |
| All | +79.4% | +71.4% | +8.0% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling