+104.8%
LSCC vs TXG
+65.2%
+39.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.0% |
| 7D | +7.0% | -1.8% | +8.8% | +7.7% |
| 30D | -2.3% | -20.4% | +18.1% | +5.1% |
| 3M | -12.5% | +0.1% | -12.6% | -14.8% |
| 6M | -10.6% | +176.2% | -186.8% | -39.0% |
| YTD | +52.7% | +256.8% | -204.1% | -6.7% |
| 1Y | +74.0% | +255.9% | -181.9% | +5.7% |
| 3Y | +104.8% | +60.2% | +44.6% | +31.2% |
| All | +104.8% | +65.2% | +39.6% | +31.2% |
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