+526.6%
GEV vs LSCC
+50.7%
+475.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.6% |
| 7D | +6.2% | +21.2% | -15.0% | -2.1% |
| 30D | -18.4% | -1.9% | -16.5% | -18.3% |
| 3M | -21.2% | -8.1% | -13.2% | -19.3% |
| 6M | -23.6% | -5.2% | -18.3% | -23.3% |
| YTD | +25.5% | +61.5% | -36.0% | +1.8% |
| 1Y | +42.6% | +81.3% | -38.7% | +11.0% |
| All | +526.6% | +50.7% | +475.9% | +379.8% |
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