-2.4%
GFS vs LSCC
+69.4%
-71.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.4% |
| 7D | +1.0% | +1.3% | -0.3% | +0.2% |
| 30D | -8.6% | -9.7% | +1.1% | -3.0% |
| 3M | -46.5% | -23.7% | -22.8% | -37.5% |
| 6M | -4.8% | +26.5% | -31.3% | -16.5% |
| YTD | +29.7% | +57.5% | -27.9% | +1.0% |
| 1Y | +35.8% | +75.7% | -39.8% | -1.6% |
| 3Y | -18.3% | +19.5% | -37.8% | -33.1% |
| All | -2.4% | +69.4% | -71.8% | -41.2% |
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