+167.5%
GH vs LSCC
+75.5%
+92.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | -2.1% | +5.2% | -7.3% | -3.3% |
| 30D | -4.5% | -9.6% | +5.2% | -2.2% |
| 3M | +28.9% | -17.8% | +46.7% | +32.9% |
| 6M | +76.5% | +37.4% | +39.1% | +61.4% |
| YTD | +57.6% | +59.7% | -2.1% | +39.9% |
| 1Y | +167.5% | +76.2% | +91.3% | +124.5% |
| All | +167.5% | +75.5% | +92.1% | +124.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling