-21.3%
GFS vs LSCC
+43.3%
-64.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -8.6% | -1.3% | -4.9% |
| 7D | -20.7% | -4.8% | -15.9% | -18.6% |
| 30D | -25.2% | -27.1% | +1.9% | -11.2% |
| 3M | -26.3% | -23.6% | -2.7% | -15.1% |
| 6M | -50.7% | -19.8% | -30.9% | -44.5% |
| YTD | +4.5% | +33.2% | -28.7% | -11.5% |
| 1Y | +2.5% | +55.2% | -52.8% | -20.4% |
| 3Y | -30.9% | +70.1% | -101.0% | -54.9% |
| 5Y | -42.6% | +19.5% | -62.2% | -58.8% |
| All | -21.3% | +43.3% | -64.6% | -48.5% |
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