+399.9%
LSCC vs TXG
+9.8%
+390.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.4% |
| 7D | +13.0% | -15.4% | +28.4% | +19.2% |
| 30D | -19.8% | -22.1% | +2.3% | -13.1% |
| 3M | -18.4% | +30.0% | -48.4% | -28.1% |
| 6M | -16.1% | +160.7% | -176.8% | -42.5% |
| YTD | +42.7% | +263.5% | -220.7% | -14.6% |
| 1Y | +68.0% | +356.0% | -288.0% | -8.4% |
| 3Y | +85.8% | +53.4% | +32.5% | +31.5% |
| 5Y | +28.0% | -66.7% | +94.7% | +33.6% |
| All | +399.9% | +9.8% | +390.1% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling