+1,490.3%
LSCC vs TSN
+17.5%
+1,472.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +10.5% |
| 7D | +14.5% | -0.3% | +14.7% | +14.5% |
| 30D | -0.1% | +11.8% | -11.8% | -2.9% |
| 3M | -2.7% | +7.1% | -9.7% | -4.6% |
| 6M | -4.8% | -9.2% | +4.4% | -3.2% |
| YTD | +66.9% | +4.8% | +62.1% | +62.6% |
| 1Y | +85.8% | +11.6% | +74.2% | +77.8% |
| 3Y | +115.6% | +41.5% | +74.0% | +90.0% |
| 5Y | +48.8% | -15.5% | +64.4% | +51.2% |
| 10Y | +1,490.3% | +16.9% | +1,473.4% | +1,345.3% |
| All | +1,490.3% | +17.5% | +1,472.8% | +1,345.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling