-40.9%
TSCO vs LSCC
+72.9%
-113.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +5.5% | -9.7% | +15.1% | +5.8% |
| 3M | +20.0% | -23.7% | +43.7% | +21.2% |
| 6M | -29.8% | +26.5% | -56.3% | -33.3% |
| YTD | -28.7% | +57.5% | -86.2% | -33.6% |
| 1Y | -40.9% | +75.7% | -116.6% | -46.1% |
| All | -40.9% | +72.9% | -113.8% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling