+153.0%
GE vs LSCC
+1,763.3%
-1,610.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -11.6% | -9.7% | -1.9% | -9.6% |
| 3M | +3.0% | -23.7% | +26.7% | +8.2% |
| 6M | -0.5% | +26.5% | -27.0% | -8.2% |
| YTD | +9.7% | +57.5% | -47.8% | -4.6% |
| 1Y | +20.0% | +75.7% | -55.6% | +0.9% |
| 3Y | +275.8% | +19.5% | +256.4% | +226.2% |
| 5Y | +429.1% | +83.8% | +345.3% | +287.1% |
| All | +153.0% | +1,763.3% | -1,610.3% | +5.4% |
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