+534.9%
GEV vs LSCC
+44.4%
+490.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.4% | -1.3% | +3.7% |
| 7D | -3.8% | +19.3% | -23.1% | -10.6% |
| 30D | -17.4% | -9.6% | -7.8% | -14.4% |
| 3M | -16.2% | -12.4% | -3.8% | -12.3% |
| 6M | -20.2% | -10.5% | -9.7% | -17.9% |
| YTD | +27.2% | +54.8% | -27.6% | +5.2% |
| 1Y | +44.6% | +79.4% | -34.8% | +13.4% |
| All | +534.9% | +44.4% | +490.5% | +395.9% |
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