+42.9%
TXN vs LSCC
+75.5%
-32.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | +2.2% | +5.2% | -3.0% | +0.1% |
| 30D | -9.5% | -9.6% | +0.2% | -5.9% |
| 3M | -10.5% | -17.8% | +7.2% | -3.8% |
| 6M | +35.4% | +37.4% | -2.1% | +23.6% |
| YTD | +51.8% | +59.7% | -7.9% | +30.8% |
| 1Y | +42.9% | +76.2% | -33.3% | +20.8% |
| All | +42.9% | +75.5% | -32.5% | +20.8% |
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