+152.0%
GE vs LSCC
+1,351.6%
-1,199.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.6% |
| 7D | +2.7% | +7.0% | -4.3% | +0.8% |
| 30D | +8.1% | -2.3% | +10.4% | +7.9% |
| 3M | -7.9% | -12.5% | +4.7% | -6.0% |
| 6M | +12.9% | -10.6% | +23.5% | +12.7% |
| YTD | +8.2% | +52.7% | -44.5% | -6.7% |
| 1Y | +9.7% | +74.0% | -64.3% | -8.7% |
| 3Y | +266.1% | +104.8% | +161.3% | +173.5% |
| 5Y | +407.4% | +36.2% | +371.1% | +294.7% |
| All | +152.0% | +1,351.6% | -1,199.6% | -1.7% |
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