+218.4%
TGT vs LSCC
+1,868.0%
-1,649.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.3% |
| 7D | -0.6% | +5.2% | -5.8% | -1.5% |
| 30D | +9.5% | -9.6% | +19.2% | +11.2% |
| 3M | +32.3% | -17.8% | +50.0% | +35.1% |
| 6M | +37.0% | +37.4% | -0.4% | +25.7% |
| YTD | +71.0% | +59.7% | +11.4% | +51.3% |
| 1Y | +85.0% | +76.2% | +8.8% | +59.5% |
| 3Y | +46.8% | +28.2% | +18.6% | +27.6% |
| 5Y | -22.7% | +87.2% | -109.9% | -40.1% |
| All | +218.4% | +1,868.0% | -1,649.6% | +78.4% |
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