+203.9%
TGT vs LSCC
+1,486.2%
-1,282.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | -1.2% |
| 7D | +0.5% | +14.5% | -14.0% | -2.0% |
| 30D | +6.7% | -0.1% | +6.7% | +5.9% |
| 3M | +8.4% | -2.7% | +11.1% | +7.5% |
| 6M | +40.7% | -4.8% | +45.5% | +37.8% |
| YTD | +72.2% | +66.9% | +5.4% | +48.8% |
| 1Y | +86.2% | +85.8% | +0.3% | +57.1% |
| 3Y | +68.8% | +115.6% | -46.8% | +31.0% |
| 5Y | -25.2% | +48.8% | -74.0% | -41.0% |
| All | +203.9% | +1,486.2% | -1,282.2% | +50.1% |
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