+1,751.4%
LSCC vs TXT
+94.9%
+1,656.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +1.3% | -4.8% | +6.1% | +4.2% |
| 30D | -9.7% | -10.6% | +0.9% | -3.7% |
| 3M | -23.7% | -13.2% | -10.5% | -17.6% |
| 6M | +26.5% | -20.3% | +46.8% | +43.9% |
| YTD | +57.5% | -9.3% | +66.8% | +65.7% |
| 1Y | +75.7% | -2.7% | +78.4% | +77.4% |
| 3Y | +19.5% | +1.4% | +18.1% | +18.6% |
| 5Y | +83.8% | +9.6% | +74.2% | +78.1% |
| All | +1,751.4% | +94.9% | +1,656.5% | +1,382.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling