-3.2%
TXN vs LSCC
-16.2%
+13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -3.4% |
| 7D | -7.8% | +13.0% | -20.8% | -12.6% |
| 30D | -3.6% | -19.8% | +16.3% | +5.8% |
| 3M | +0.1% | -18.4% | +18.5% | +8.4% |
| 6M | -3.2% | -16.1% | +12.9% | +5.0% |
| All | -3.2% | -16.2% | +13.0% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling