-28.1%
TGT vs LSCC
+33.9%
-62.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.3% |
| 7D | +2.6% | +7.0% | -4.3% | +1.3% |
| 30D | +4.7% | -2.3% | +7.0% | +4.3% |
| 3M | +4.6% | -12.5% | +17.1% | +5.7% |
| 6M | +34.9% | -10.6% | +45.5% | +33.1% |
| YTD | +70.9% | +52.7% | +18.2% | +47.4% |
| 1Y | +84.4% | +74.0% | +10.4% | +53.9% |
| 3Y | +69.1% | +104.8% | -35.7% | +26.4% |
| All | -28.1% | +33.9% | -62.0% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling