+1,351.6%
LSCC vs TSN
+14.5%
+1,337.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.3% |
| 7D | +7.0% | -1.4% | +8.4% | +7.3% |
| 30D | -2.3% | +8.5% | -10.8% | -4.4% |
| 3M | -12.5% | +5.3% | -17.8% | -13.9% |
| 6M | -10.6% | -10.5% | -0.1% | -8.8% |
| YTD | +52.7% | +3.0% | +49.7% | +49.4% |
| 1Y | +74.0% | +12.1% | +61.8% | +66.1% |
| 3Y | +104.8% | +43.1% | +61.7% | +79.7% |
| 5Y | +36.2% | -15.1% | +51.3% | +38.2% |
| All | +1,351.6% | +14.5% | +1,337.1% | +1,229.0% |
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