+459.2%
LSCC vs TXG
+21.5%
+437.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | -0.2% |
| 7D | +5.2% | +9.4% | -4.2% | +2.0% |
| 30D | -9.6% | +26.1% | -35.7% | -17.4% |
| 3M | -17.8% | +124.8% | -142.6% | -39.0% |
| 6M | +37.4% | +215.2% | -177.8% | -10.7% |
| YTD | +59.7% | +302.2% | -242.5% | -5.7% |
| 1Y | +76.2% | +370.9% | -294.7% | -4.0% |
| 3Y | +28.2% | +38.5% | -10.3% | -4.4% |
| 5Y | +87.2% | -64.4% | +151.6% | +93.5% |
| All | +459.2% | +21.5% | +437.7% | +313.6% |
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