+190.4%
GD vs LSCC
+1,155.2%
-964.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.3% | -1.5% |
| 7D | -3.9% | -4.8% | +0.9% | -3.6% |
| 30D | +8.1% | -27.1% | +35.2% | +11.1% |
| 3M | -6.8% | -23.6% | +16.8% | -4.8% |
| 6M | +3.0% | -19.8% | +22.8% | +3.6% |
| YTD | +7.8% | +33.2% | -25.5% | +1.7% |
| 1Y | +5.8% | +55.2% | -49.4% | -1.9% |
| 3Y | +55.3% | +70.1% | -14.8% | +37.2% |
| 5Y | +96.7% | +19.5% | +77.2% | +74.5% |
| All | +190.4% | +1,155.2% | -964.8% | +82.2% |
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