+97.2%
GD vs LSCC
+82.7%
+14.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.3% | +1.3% | -6.6% | -5.3% |
| 30D | -6.4% | -9.7% | +3.2% | -5.8% |
| 3M | +5.7% | -23.7% | +29.4% | +7.2% |
| 6M | -0.9% | +26.5% | -27.4% | -3.8% |
| YTD | +8.2% | +57.5% | -49.4% | +2.8% |
| 1Y | +13.4% | +75.7% | -62.3% | +6.6% |
| 3Y | +68.5% | +19.5% | +49.0% | +59.2% |
| All | +97.2% | +82.7% | +14.5% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling