+82.0%
LSCC vs TSN
-22.4%
+104.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.3% | -6.3% | +7.6% | +2.6% |
| 30D | -9.7% | -10.8% | +1.1% | -7.6% |
| 3M | -23.7% | -8.8% | -15.0% | -22.9% |
| 6M | +26.5% | -16.8% | +43.3% | +30.9% |
| YTD | +57.5% | -10.0% | +67.5% | +59.0% |
| 1Y | +75.7% | -5.3% | +80.9% | +74.2% |
| 3Y | +19.5% | +8.5% | +10.9% | +10.7% |
| All | +82.0% | -22.4% | +104.4% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling