+85.8%
LSCC vs TRGP
+218.9%
-133.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.1% |
| 7D | +13.0% | -16.0% | +29.0% | +20.0% |
| 30D | -19.8% | -6.4% | -13.4% | -18.3% |
| 3M | -18.4% | -1.0% | -17.4% | -19.2% |
| 6M | -16.1% | +7.0% | -23.1% | -20.6% |
| YTD | +42.7% | +46.1% | -3.4% | +14.1% |
| 1Y | +68.0% | +58.7% | +9.3% | +28.1% |
| 3Y | +85.8% | +221.9% | -136.0% | +12.5% |
| All | +85.8% | +218.9% | -133.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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