+225.5%
TGT vs LSCC
+1,398.6%
-1,173.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.4% | -3.7% | +3.3% |
| 7D | +4.7% | +19.3% | -14.6% | +1.4% |
| 30D | +8.0% | -9.6% | +17.6% | +9.2% |
| 3M | +11.7% | -12.4% | +24.1% | +12.9% |
| 6M | +34.7% | -10.5% | +45.2% | +33.3% |
| YTD | +74.4% | +54.8% | +19.6% | +52.8% |
| 1Y | +89.2% | +79.4% | +9.8% | +60.5% |
| 3Y | +73.4% | +109.6% | -36.2% | +35.1% |
| 5Y | -24.0% | +40.4% | -64.4% | -39.4% |
| 10Y | +225.5% | +1,379.1% | -1,153.6% | +64.5% |
| All | +225.5% | +1,398.6% | -1,173.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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