+1,236.1%
LSCC vs TSN
+14.3%
+1,221.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | +13.0% | +4.6% | +8.3% | +11.7% |
| 30D | -19.8% | +15.4% | -35.3% | -22.7% |
| 3M | -18.4% | +2.9% | -21.3% | -19.2% |
| 6M | -16.1% | -10.8% | -5.3% | -14.3% |
| YTD | +42.7% | +4.5% | +38.3% | +39.2% |
| 1Y | +68.0% | +19.5% | +48.5% | +57.8% |
| 3Y | +85.8% | +42.2% | +43.6% | +63.6% |
| 5Y | +28.0% | -14.2% | +42.2% | +29.6% |
| All | +1,236.1% | +14.3% | +1,221.8% | +1,111.8% |
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