+155.5%
GE vs LSCC
+1,244.7%
-1,089.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.0% |
| 7D | +7.1% | +13.0% | -5.9% | +3.9% |
| 30D | +6.5% | -19.8% | +26.3% | +11.6% |
| 3M | -13.6% | -18.4% | +4.8% | -10.2% |
| 6M | +6.0% | -16.1% | +22.1% | +7.5% |
| YTD | +5.4% | +42.7% | -37.3% | -7.4% |
| 1Y | +6.5% | +68.0% | -61.5% | -10.5% |
| 3Y | +268.6% | +85.8% | +182.7% | +182.5% |
| 5Y | +389.0% | +28.0% | +361.0% | +286.7% |
| All | +155.5% | +1,244.7% | -1,089.2% | +1.2% |
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