+104.8%
LSCC vs TRGP
+274.3%
-169.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +7.0% | +12.4% | -5.4% | +2.6% |
| 30D | -2.3% | +2.6% | -4.9% | -3.6% |
| 3M | -12.5% | +11.9% | -24.4% | -17.0% |
| 6M | -10.6% | +13.9% | -24.5% | -16.6% |
| YTD | +52.7% | +64.2% | -11.5% | +17.1% |
| 1Y | +74.0% | +78.5% | -4.5% | +27.4% |
| 3Y | +104.8% | +272.9% | -168.1% | +19.7% |
| All | +104.8% | +274.3% | -169.5% | +19.7% |
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