+69.6%
LSCC vs TSN
+19.9%
+49.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +2.4% |
| 7D | +3.0% | +8.4% | -5.5% | +4.8% |
| 30D | -19.3% | +16.1% | -35.4% | -17.0% |
| 3M | -22.3% | +3.2% | -25.4% | -21.5% |
| 6M | -14.6% | -11.1% | -3.5% | -10.5% |
| YTD | +45.8% | +5.1% | +40.7% | +49.1% |
| 1Y | +69.6% | +19.4% | +50.2% | +66.1% |
| All | +69.6% | +19.9% | +49.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling