-24.9%
GFS vs LSCC
+81.4%
-106.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +2.3% |
| 7D | -7.8% | +13.0% | -20.8% | -14.0% |
| 30D | -19.7% | -19.8% | +0.2% | -10.1% |
| 3M | -23.1% | -18.4% | -4.7% | -15.0% |
| 6M | -46.4% | -16.1% | -30.3% | -41.2% |
| YTD | +11.0% | +42.7% | -31.7% | -6.7% |
| 1Y | +12.6% | +68.0% | -55.4% | -12.6% |
| 3Y | -24.9% | +85.8% | -110.8% | -51.9% |
| All | -24.9% | +81.4% | -106.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling