+19,851.2%
GD vs LSCC
+10,808.2%
+9,043.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.3% | +1.3% | -6.6% | -5.4% |
| 30D | -6.4% | -9.7% | +3.2% | -5.7% |
| 3M | +5.7% | -23.7% | +29.4% | +7.6% |
| 6M | -0.9% | +26.5% | -27.4% | -4.1% |
| YTD | +8.2% | +57.5% | -49.4% | +2.4% |
| 1Y | +13.4% | +75.7% | -62.3% | +6.0% |
| 3Y | +68.5% | +19.5% | +49.0% | +58.6% |
| 5Y | +97.2% | +83.8% | +13.4% | +74.2% |
| 10Y | +190.2% | +1,772.4% | -1,582.2% | +101.1% |
| All | +19,851.2% | +10,808.2% | +9,043.0% | +11,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling