-30.8%
TSCO vs LSCC
+69.4%
-100.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | +6.8% | +5.0% | +1.8% | +6.8% |
| 30D | +11.3% | -11.7% | +23.0% | +11.7% |
| 3M | +9.1% | -13.3% | +22.4% | +9.5% |
| 6M | +24.2% | -12.5% | +36.7% | +22.6% |
| YTD | -23.5% | +51.2% | -74.7% | -30.5% |
| 1Y | -30.8% | +65.9% | -96.7% | -38.3% |
| All | -30.8% | +69.4% | -100.2% | -38.3% |
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