+393.1%
GH vs LSCC
+1,228.9%
-835.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.4% | -3.2% | +1.8% |
| 7D | -7.0% | +19.3% | -26.3% | -13.7% |
| 30D | -5.2% | -9.6% | +4.5% | -2.3% |
| 3M | -5.8% | -12.4% | +6.7% | -3.0% |
| 6M | +65.9% | -10.5% | +76.4% | +64.8% |
| YTD | +55.5% | +54.8% | +0.7% | +19.2% |
| 1Y | +64.2% | +79.4% | -15.2% | +17.3% |
| 3Y | +606.0% | +109.6% | +496.5% | +311.8% |
| 5Y | +47.3% | +40.4% | +6.9% | -3.0% |
| All | +393.1% | +1,228.9% | -835.8% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling