+162.4%
GE vs LSCC
+1,398.6%
-1,236.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +1.8% |
| 7D | +6.3% | +19.3% | -13.1% | +1.6% |
| 30D | +8.9% | -9.6% | +18.5% | +10.9% |
| 3M | -9.2% | -12.4% | +3.2% | -7.3% |
| 6M | +13.2% | -10.5% | +23.7% | +13.1% |
| YTD | +9.4% | +54.8% | -45.4% | -5.8% |
| 1Y | +9.8% | +79.4% | -69.6% | -9.1% |
| 3Y | +278.2% | +109.6% | +168.6% | +181.3% |
| 5Y | +396.0% | +40.4% | +355.7% | +283.5% |
| 10Y | +162.4% | +1,379.1% | -1,216.7% | +2.4% |
| All | +162.4% | +1,398.6% | -1,236.2% | +2.4% |
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