+196.8%
TSCO vs LSCC
+1,351.6%
-1,154.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.2% |
| 7D | +0.3% | +7.0% | -6.7% | -0.8% |
| 30D | +11.3% | -2.3% | +13.6% | +10.9% |
| 3M | +1.5% | -12.5% | +14.0% | +2.2% |
| 6M | +24.0% | -10.6% | +34.5% | +22.9% |
| YTD | -25.7% | +52.7% | -78.4% | -33.0% |
| 1Y | -33.6% | +74.0% | -107.5% | -41.4% |
| 3Y | -1.5% | +104.8% | -106.3% | -19.0% |
| 5Y | -9.6% | +36.2% | -45.9% | -24.4% |
| All | +196.8% | +1,351.6% | -1,154.8% | +80.1% |
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