+2.3%
GEHC vs LSCC
+20.0%
-17.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -2.0% | -9.7% | +7.7% | -0.4% |
| 3M | +8.0% | -23.7% | +31.7% | +11.9% |
| 6M | -12.8% | +26.5% | -39.3% | -19.9% |
| YTD | -15.9% | +57.5% | -73.4% | -27.3% |
| 1Y | -6.9% | +75.7% | -82.6% | -22.0% |
| All | +2.3% | +20.0% | -17.7% | -14.1% |
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