+52,243.3%
TSCO vs LSCC
+3,173.9%
+49,069.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -3.5% |
| 7D | +0.4% | +14.5% | -14.0% | -1.8% |
| 30D | +9.8% | -0.1% | +9.9% | +9.0% |
| 3M | +4.8% | -2.7% | +7.5% | +4.0% |
| 6M | +23.3% | -4.8% | +28.1% | +21.2% |
| YTD | -25.1% | +66.9% | -91.9% | -33.0% |
| 1Y | -32.7% | +85.8% | -118.6% | -40.9% |
| 3Y | -2.0% | +115.6% | -117.5% | -19.1% |
| 5Y | -7.8% | +48.8% | -56.6% | -22.3% |
| 10Y | +203.2% | +1,490.3% | -1,287.1% | +68.4% |
| All | +52,243.3% | +3,173.9% | +49,069.4% | +22,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling