+75.7%
LSCC vs TXG
+372.5%
-296.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | -9.7% | +32.0% | -41.7% | -17.4% |
| 3M | -23.7% | +87.0% | -110.7% | -36.7% |
| 6M | +26.5% | +180.1% | -153.6% | -6.2% |
| YTD | +57.5% | +284.1% | -226.6% | +7.8% |
| 1Y | +75.7% | +361.7% | -286.0% | +15.4% |
| All | +75.7% | +372.5% | -296.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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