+1,486.2%
LSCC vs TXT
+94.6%
+1,391.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +10.9% |
| 7D | +14.5% | -0.8% | +15.3% | +15.0% |
| 30D | -0.1% | +13.4% | -13.5% | -7.9% |
| 3M | -2.7% | -2.5% | -0.1% | -2.1% |
| 6M | -4.8% | -6.2% | +1.4% | -2.4% |
| YTD | +66.9% | -1.3% | +68.2% | +65.8% |
| 1Y | +85.8% | +4.3% | +81.5% | +78.9% |
| 3Y | +115.6% | +13.2% | +102.3% | +99.2% |
| 5Y | +48.8% | +12.4% | +36.4% | +39.3% |
| All | +1,486.2% | +94.6% | +1,391.6% | +1,143.1% |
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