+33.6%
GEHC vs LSCC
-16.2%
+49.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.8% | -1.2% |
| 7D | +7.6% | +13.0% | -5.4% | +8.6% |
| 30D | +27.5% | -19.8% | +47.3% | +25.5% |
| 3M | +17.2% | -18.4% | +35.6% | +15.5% |
| 6M | +33.6% | -16.1% | +49.7% | +26.4% |
| All | +33.6% | -16.2% | +49.8% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling