+192.6%
TSCO vs LSCC
+1,833.8%
-1,641.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.4% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | -1.1% | -10.0% | +8.9% | +0.2% |
| 3M | +14.3% | -16.1% | +30.3% | +16.1% |
| 6M | -31.9% | +27.4% | -59.3% | -35.7% |
| YTD | -30.7% | +56.9% | -87.6% | -37.0% |
| 1Y | -41.1% | +74.6% | -115.6% | -47.6% |
| 3Y | -17.1% | +26.0% | -43.1% | -25.8% |
| 5Y | -7.5% | +86.1% | -93.7% | -24.9% |
| 10Y | +192.6% | +1,830.6% | -1,638.0% | +78.6% |
| All | +192.6% | +1,833.8% | -1,641.2% | +78.6% |
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