+71.8%
GH vs LSCC
+57.8%
+13.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -3.9% |
| 7D | -7.7% | +3.0% | -10.6% | -8.4% |
| 30D | -10.0% | -19.3% | +9.3% | -6.2% |
| 3M | +5.5% | -22.3% | +27.8% | +10.7% |
| 6M | +84.9% | -14.6% | +99.5% | +83.1% |
| YTD | +65.0% | +45.8% | +19.3% | +43.0% |
| 1Y | +71.8% | +69.6% | +2.2% | +41.6% |
| All | +71.8% | +57.8% | +13.9% | +41.6% |
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