+104.8%
LSCC vs TPG
+75.0%
+29.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | +7.0% | +5.0% | +2.0% | +4.1% |
| 30D | -2.3% | +15.7% | -18.0% | -10.7% |
| 3M | -12.5% | -10.6% | -1.9% | -7.3% |
| 6M | -10.6% | +15.9% | -26.5% | -20.4% |
| YTD | +52.7% | -20.6% | +73.3% | +72.7% |
| 1Y | +74.0% | -11.8% | +85.7% | +80.9% |
| 3Y | +104.8% | +71.6% | +33.2% | +13.4% |
| All | +104.8% | +75.0% | +29.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling