+220.4%
TSCO vs LSCC
+1,333.6%
-1,113.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +6.8% | +5.0% | +1.8% | +6.0% |
| 30D | +11.3% | -11.7% | +23.0% | +12.6% |
| 3M | +9.1% | -13.3% | +22.4% | +10.2% |
| 6M | +24.2% | -12.5% | +36.7% | +23.7% |
| YTD | -23.5% | +51.2% | -74.7% | -30.9% |
| 1Y | -30.8% | +65.9% | -96.7% | -38.4% |
| 3Y | +0.1% | +95.3% | -95.3% | -17.0% |
| 5Y | -5.3% | +38.6% | -43.9% | -20.9% |
| 10Y | +220.4% | +1,352.3% | -1,132.0% | +97.8% |
| All | +220.4% | +1,333.6% | -1,113.3% | +97.8% |
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