+85.8%
LSCC vs TXG
+49.6%
+36.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.4% |
| 7D | +13.0% | -15.4% | +28.4% | +18.9% |
| 30D | -19.8% | -22.1% | +2.3% | -13.4% |
| 3M | -18.4% | +30.0% | -48.4% | -27.8% |
| 6M | -16.1% | +160.7% | -176.8% | -41.7% |
| YTD | +42.7% | +263.5% | -220.7% | -13.0% |
| 1Y | +68.0% | +356.0% | -288.0% | -6.5% |
| 3Y | +85.8% | +53.4% | +32.5% | +24.2% |
| All | +85.8% | +49.6% | +36.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling