+75.7%
LSCC vs TXT
-1.0%
+76.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +1.3% | -4.8% | +6.1% | +4.5% |
| 30D | -9.7% | -10.6% | +0.9% | -2.8% |
| 3M | -23.7% | -13.2% | -10.5% | -17.1% |
| 6M | +26.5% | -20.3% | +46.8% | +42.9% |
| YTD | +57.5% | -9.3% | +66.8% | +65.1% |
| 1Y | +75.7% | -2.7% | +78.4% | +78.6% |
| All | +75.7% | -1.0% | +76.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling