+82.1%
LSCC vs TPG
+92.2%
-10.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.7% |
| 7D | +1.3% | -2.4% | +3.8% | +2.8% |
| 30D | -9.7% | +11.1% | -20.8% | -16.1% |
| 3M | -23.7% | +26.3% | -50.0% | -34.9% |
| 6M | +26.5% | +18.3% | +8.1% | +11.4% |
| YTD | +57.5% | -14.4% | +71.9% | +68.6% |
| 1Y | +75.7% | -6.7% | +82.4% | +76.2% |
| 3Y | +19.5% | +111.5% | -92.0% | -31.6% |
| All | +82.1% | +92.2% | -10.1% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling