+28.3%
LSCC vs TPG
+86.5%
-58.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | +0.6% |
| 7D | +1.4% | -6.5% | +7.9% | +5.3% |
| 30D | -10.0% | +0.1% | -10.1% | -11.0% |
| 3M | -16.1% | +14.5% | -30.6% | -23.7% |
| 6M | +27.4% | +17.3% | +10.1% | +12.7% |
| YTD | +56.9% | -20.5% | +77.4% | +77.3% |
| 1Y | +74.6% | -13.2% | +87.8% | +83.8% |
| All | +28.3% | +86.5% | -58.2% | -15.7% |
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