+68.0%
LSCC vs TSN
+18.2%
+49.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.0% |
| 7D | +13.0% | +4.6% | +8.3% | +14.1% |
| 30D | -19.8% | +15.4% | -35.3% | -17.6% |
| 3M | -18.4% | +2.9% | -21.3% | -17.6% |
| 6M | -16.1% | -10.8% | -5.3% | -12.4% |
| YTD | +42.7% | +4.5% | +38.3% | +46.1% |
| 1Y | +68.0% | +19.5% | +48.5% | +64.7% |
| All | +68.0% | +18.2% | +49.8% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling