+72.5%
LSCC vs TPG
-16.8%
+89.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.1% |
| 7D | +0.4% | -11.8% | +12.3% | +4.3% |
| 30D | -9.5% | -6.3% | -3.2% | -8.2% |
| 3M | -13.8% | +13.6% | -27.3% | -18.0% |
| 6M | +24.5% | +13.8% | +10.6% | +17.6% |
| YTD | +55.1% | -23.7% | +78.9% | +70.9% |
| 1Y | +72.5% | -18.2% | +90.7% | +82.5% |
| All | +72.5% | -16.8% | +89.2% | +82.5% |
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