+85.8%
LSCC vs TXT
+7.8%
+78.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +8.7% |
| 7D | +13.0% | -2.5% | +15.5% | +15.1% |
| 30D | -19.8% | +14.4% | -34.2% | -29.1% |
| 3M | -18.4% | -4.9% | -13.5% | -15.6% |
| 6M | -16.1% | -10.2% | -5.9% | -9.5% |
| YTD | +42.7% | -4.1% | +46.8% | +43.2% |
| 1Y | +68.0% | +4.0% | +64.0% | +56.0% |
| 3Y | +85.8% | +8.0% | +77.9% | +61.0% |
| All | +85.8% | +7.8% | +78.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling