-34.7%
GFS vs LSCC
+26.3%
-61.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +2.1% |
| 7D | -7.8% | +13.0% | -20.8% | -14.2% |
| 30D | -19.7% | -19.8% | +0.2% | -9.7% |
| 3M | -23.1% | -18.4% | -4.7% | -14.7% |
| 6M | -46.4% | -16.1% | -30.3% | -41.2% |
| YTD | +11.0% | +42.7% | -31.7% | -9.4% |
| 1Y | +12.6% | +68.0% | -55.4% | -16.1% |
| 3Y | -24.9% | +85.8% | -110.8% | -53.2% |
| All | -34.7% | +26.3% | -61.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling