+1,379.1%
LSCC vs TSN
+13.2%
+1,365.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.4% |
| 7D | +19.3% | +4.9% | +14.4% | +18.0% |
| 30D | -9.6% | +12.1% | -21.7% | -12.2% |
| 3M | -12.4% | +4.1% | -16.5% | -13.5% |
| 6M | -10.5% | -10.9% | +0.4% | -8.5% |
| YTD | +54.8% | +4.8% | +50.0% | +50.9% |
| 1Y | +79.4% | +17.6% | +61.7% | +69.2% |
| 3Y | +109.6% | +43.2% | +66.4% | +84.2% |
| 5Y | +40.4% | -13.9% | +54.2% | +41.9% |
| 10Y | +1,379.1% | +11.8% | +1,367.2% | +1,249.9% |
| All | +1,379.1% | +13.2% | +1,365.9% | +1,249.9% |
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