+1,379.1%
LSCC vs TXT
+115.3%
+1,263.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.2% |
| 7D | +19.3% | -3.5% | +22.9% | +21.8% |
| 30D | -9.6% | +15.2% | -24.8% | -17.4% |
| 3M | -12.4% | -4.5% | -7.9% | -10.8% |
| 6M | -10.5% | -6.1% | -4.3% | -8.1% |
| YTD | +54.8% | -2.0% | +56.7% | +54.5% |
| 1Y | +79.4% | +4.2% | +75.2% | +72.9% |
| 3Y | +109.6% | +14.4% | +95.2% | +93.0% |
| 5Y | +40.4% | +12.3% | +28.0% | +31.7% |
| 10Y | +1,379.1% | +101.8% | +1,277.3% | +1,070.3% |
| All | +1,379.1% | +115.3% | +1,263.7% | +1,070.3% |
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