+1,352.3%
LSCC vs TSN
+12.5%
+1,339.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +5.0% | +5.8% | -0.8% | +3.6% |
| 30D | -11.7% | +12.8% | -24.6% | -14.4% |
| 3M | -13.3% | +6.5% | -19.8% | -14.8% |
| 6M | -12.5% | -10.3% | -2.3% | -10.8% |
| YTD | +51.2% | +5.5% | +45.7% | +47.1% |
| 1Y | +65.9% | +15.8% | +50.1% | +57.2% |
| 3Y | +95.3% | +42.5% | +52.8% | +71.9% |
| 5Y | +38.6% | -14.3% | +53.0% | +40.4% |
| 10Y | +1,352.3% | +18.2% | +1,334.1% | +1,217.3% |
| All | +1,352.3% | +12.5% | +1,339.9% | +1,217.3% |
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