+38.6%
GEHC vs LSCC
+72.9%
-34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.6% | -2.9% |
| 7D | -3.7% | +14.5% | -18.2% | -6.0% |
| 30D | +22.0% | -0.1% | +22.1% | +21.3% |
| 3M | +13.6% | -2.7% | +16.3% | +12.9% |
| 6M | +34.0% | -4.8% | +38.8% | +31.1% |
| YTD | +0.9% | +66.9% | -65.9% | -14.0% |
| 1Y | +12.7% | +85.8% | -73.1% | -6.2% |
| 3Y | +19.4% | +115.6% | -96.1% | -7.9% |
| All | +38.6% | +72.9% | -34.3% | +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