+40.6%
GEV vs LSCC
+83.9%
-43.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -8.9% | -3.4% |
| 7D | -3.0% | +14.5% | -17.4% | -9.2% |
| 30D | -18.9% | -0.1% | -18.8% | -19.6% |
| 3M | -20.1% | -2.7% | -17.4% | -20.1% |
| 6M | -24.6% | -4.8% | -19.8% | -24.5% |
| YTD | +24.0% | +66.9% | -42.9% | -6.3% |
| 1Y | +40.6% | +85.8% | -45.2% | +3.9% |
| All | +40.6% | +83.9% | -43.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling