+390.5%
GE vs LSCC
+26.3%
+364.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.1% |
| 7D | +7.1% | +13.0% | -5.9% | +4.1% |
| 30D | +6.5% | -19.8% | +26.3% | +11.2% |
| 3M | -13.6% | -18.4% | +4.8% | -10.4% |
| 6M | +6.0% | -16.1% | +22.1% | +7.3% |
| YTD | +5.4% | +42.7% | -37.3% | -6.9% |
| 1Y | +6.5% | +68.0% | -61.5% | -9.8% |
| 3Y | +268.6% | +85.8% | +182.7% | +184.8% |
| All | +390.5% | +26.3% | +364.1% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling