+40.4%
LSCC vs TXT
+13.0%
+27.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +6.4% |
| 7D | +19.3% | -3.5% | +22.9% | +23.2% |
| 30D | -9.6% | +15.2% | -24.8% | -21.9% |
| 3M | -12.4% | -4.5% | -7.9% | -9.8% |
| 6M | -10.5% | -6.1% | -4.3% | -7.1% |
| YTD | +54.8% | -2.0% | +56.7% | +52.0% |
| 1Y | +79.4% | +4.2% | +75.2% | +65.6% |
| 3Y | +109.6% | +14.4% | +95.2% | +69.5% |
| 5Y | +40.4% | +12.3% | +28.0% | +13.3% |
| All | +40.4% | +13.0% | +27.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling