-7.1%
TSCO vs LSCC
+36.6%
-43.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.6% | +1.8% |
| 7D | +5.9% | +19.3% | -13.4% | +3.2% |
| 30D | +11.0% | -9.6% | +20.6% | +12.0% |
| 3M | +9.0% | -12.4% | +21.4% | +10.0% |
| 6M | +23.9% | -10.5% | +34.3% | +22.8% |
| YTD | -23.7% | +54.8% | -78.5% | -32.1% |
| 1Y | -29.4% | +79.4% | -108.8% | -38.9% |
| 3Y | +1.6% | +109.6% | -108.0% | -19.1% |
| 5Y | -7.1% | +40.4% | -47.5% | -26.2% |
| All | -7.1% | +36.6% | -43.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling