+82.0%
LSCC vs TRGP
+621.9%
-539.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | -9.7% | +11.5% | -21.2% | -14.7% |
| 3M | -23.7% | +9.0% | -32.7% | -27.6% |
| 6M | +26.5% | +20.5% | +6.0% | +12.9% |
| YTD | +57.5% | +59.5% | -2.0% | +21.0% |
| 1Y | +75.7% | +77.9% | -2.2% | +26.2% |
| 3Y | +19.5% | +253.6% | -234.1% | -41.1% |
| All | +82.0% | +621.9% | -539.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling