+480.1%
TXN vs LSCC
+1,486.2%
-1,006.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.4% | -7.3% | -0.9% |
| 7D | -0.5% | +14.5% | -15.0% | -5.6% |
| 30D | +10.5% | -0.1% | +10.6% | +9.6% |
| 3M | +10.7% | -2.7% | +13.4% | +10.2% |
| 6M | +5.1% | -4.8% | +9.9% | +4.7% |
| YTD | +82.5% | +66.9% | +15.6% | +44.8% |
| 1Y | +98.2% | +85.8% | +12.3% | +50.8% |
| 3Y | +128.4% | +115.6% | +12.8% | +52.1% |
| 5Y | +89.0% | +48.8% | +40.2% | +34.4% |
| All | +480.1% | +1,486.2% | -1,006.1% | +74.3% |
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 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