+69.6%
LSCC vs TXG
+406.9%
-337.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.3% |
| 7D | +3.0% | -19.3% | +22.2% | +9.1% |
| 30D | -19.3% | -30.9% | +11.6% | -11.8% |
| 3M | -22.3% | +41.1% | -63.4% | -31.8% |
| 6M | -14.6% | +211.9% | -226.5% | -40.0% |
| YTD | +45.8% | +314.0% | -268.2% | -5.2% |
| 1Y | +69.6% | +405.4% | -335.8% | +5.1% |
| All | +69.6% | +406.9% | -337.3% | +5.1% |
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