+278.2%
GE vs LSCC
+104.5%
+173.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +2.1% |
| 7D | +6.3% | +19.3% | -13.1% | +2.4% |
| 30D | +8.9% | -9.6% | +18.5% | +10.5% |
| 3M | -9.2% | -12.4% | +3.2% | -7.6% |
| 6M | +13.2% | -10.5% | +23.7% | +13.0% |
| YTD | +9.4% | +54.8% | -45.4% | -3.8% |
| 1Y | +9.8% | +79.4% | -69.6% | -6.7% |
| 3Y | +278.2% | +109.6% | +168.6% | +209.1% |
| All | +278.2% | +104.5% | +173.7% | +209.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling