+21.2%
LSCC vs TSN
+8.7%
+12.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +1.3% | -6.3% | +7.6% | +1.8% |
| 30D | -9.7% | -10.8% | +1.1% | -8.9% |
| 3M | -23.7% | -8.8% | -15.0% | -23.5% |
| 6M | +26.5% | -16.8% | +43.3% | +28.9% |
| YTD | +57.5% | -10.0% | +67.5% | +57.8% |
| 1Y | +75.7% | -5.3% | +80.9% | +73.7% |
| All | +21.2% | +8.7% | +12.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling