+643.2%
GEV vs LSCC
+49.0%
+594.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | +8.1% | +5.2% | +2.9% | +6.0% |
| 30D | -1.9% | -9.6% | +7.7% | +2.0% |
| 3M | +4.1% | -17.8% | +21.8% | +11.5% |
| 6M | +23.2% | +37.4% | -14.2% | +8.0% |
| YTD | +48.9% | +59.7% | -10.8% | +22.3% |
| 1Y | +62.2% | +76.2% | -14.0% | +28.2% |
| All | +643.2% | +49.0% | +594.2% | +476.5% |
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