+17.7%
GFS vs LSCC
+57.8%
-40.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.8% |
| 7D | -12.5% | +3.0% | -15.5% | -14.6% |
| 30D | -16.9% | -19.3% | +2.3% | -5.0% |
| 3M | -22.3% | -22.3% | 0.0% | -9.0% |
| 6M | -40.2% | -14.6% | -25.6% | -34.1% |
| YTD | +16.0% | +45.8% | -29.8% | -10.5% |
| 1Y | +17.7% | +69.6% | -52.0% | -16.1% |
| All | +17.7% | +57.8% | -40.2% | -16.1% |
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