+620.7%
GEV vs LSCC
+47.0%
+573.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.8% |
| 7D | +3.3% | +1.3% | +2.0% | +2.7% |
| 30D | -7.5% | -9.7% | +2.2% | -3.8% |
| 3M | -2.2% | -23.7% | +21.5% | +7.5% |
| 6M | +12.1% | +26.5% | -14.4% | +1.3% |
| YTD | +44.4% | +57.5% | -13.1% | +19.2% |
| 1Y | +57.7% | +75.7% | -18.0% | +24.8% |
| All | +620.7% | +47.0% | +573.7% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling