+1.6%
TSCO vs LSCC
+104.5%
-102.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.6% | +2.1% |
| 7D | +5.9% | +19.3% | -13.4% | +4.0% |
| 30D | +11.0% | -9.6% | +20.6% | +11.9% |
| 3M | +9.0% | -12.4% | +21.4% | +9.9% |
| 6M | +23.9% | -10.5% | +34.3% | +23.0% |
| YTD | -23.7% | +54.8% | -78.5% | -31.1% |
| 1Y | -29.4% | +79.4% | -108.8% | -37.9% |
| 3Y | +1.6% | +109.6% | -108.0% | -20.7% |
| All | +1.6% | +104.5% | -102.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling