+98.2%
TXN vs LSCC
+83.9%
+14.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.4% | -7.3% | -1.2% |
| 7D | -0.5% | +14.5% | -15.0% | -6.1% |
| 30D | +10.5% | -0.1% | +10.6% | +9.5% |
| 3M | +10.7% | -2.7% | +13.4% | +10.3% |
| 6M | +5.1% | -4.8% | +9.9% | +6.2% |
| YTD | +82.5% | +66.9% | +15.6% | +45.4% |
| 1Y | +98.2% | +85.8% | +12.3% | +46.9% |
| All | +98.2% | +83.9% | +14.3% | +46.9% |
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 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