+39.3%
GEHC vs LSCC
+58.2%
-18.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +2.3% |
| 7D | +0.8% | +7.0% | -6.2% | -0.5% |
| 30D | +21.3% | -2.3% | +23.6% | +20.9% |
| 3M | +12.6% | -12.5% | +25.1% | +13.8% |
| 6M | +34.3% | -10.6% | +44.9% | +32.4% |
| YTD | +1.4% | +52.7% | -51.3% | -12.4% |
| 1Y | +12.5% | +74.0% | -61.5% | -5.6% |
| 3Y | +19.2% | +104.8% | -85.6% | -7.1% |
| All | +39.3% | +58.2% | -18.9% | +7.4% |
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