+170.5%
GD vs LSCC
+1,498.6%
-1,328.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.4% | -1.0% |
| 7D | +0.6% | +14.5% | -13.8% | -0.8% |
| 30D | +9.5% | -0.1% | +9.5% | +9.1% |
| 3M | -5.8% | -2.7% | -3.2% | -6.2% |
| 6M | +7.7% | -4.8% | +12.5% | +6.6% |
| YTD | +11.1% | +66.9% | -55.8% | +2.5% |
| 1Y | +6.1% | +85.8% | -79.8% | -3.4% |
| 3Y | +59.8% | +115.6% | -55.7% | +37.8% |
| 5Y | +104.6% | +48.8% | +55.8% | +77.7% |
| 10Y | +170.5% | +1,490.3% | -1,319.7% | +60.9% |
| All | +170.5% | +1,498.6% | -1,328.0% | +60.9% |
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 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