+442.1%
LSCC vs TXG
+20.5%
+421.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +9.7% | -1.3% | +5.1% |
| 7D | +19.3% | +5.5% | +13.8% | +17.3% |
| 30D | -9.6% | -19.3% | +9.7% | -3.2% |
| 3M | -12.4% | +25.0% | -37.4% | -21.3% |
| 6M | -10.5% | +201.2% | -211.6% | -41.5% |
| YTD | +54.8% | +298.8% | -244.1% | -10.2% |
| 1Y | +79.4% | +326.6% | -247.2% | +0.8% |
| 3Y | +109.6% | +78.3% | +31.3% | +40.9% |
| 5Y | +40.4% | -61.3% | +101.7% | +39.6% |
| All | +442.1% | +20.5% | +421.6% | +293.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling