+443.9%
GH vs LSCC
+81.4%
+362.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -3.5% |
| 7D | -15.6% | +13.0% | -28.6% | -18.3% |
| 30D | -10.4% | -19.8% | +9.5% | -5.8% |
| 3M | -4.3% | -18.4% | +14.1% | -0.5% |
| 6M | +63.5% | -16.1% | +79.7% | +65.7% |
| YTD | +47.7% | +42.7% | +5.0% | +28.6% |
| 1Y | +56.7% | +68.0% | -11.3% | +30.1% |
| 3Y | +443.9% | +85.8% | +358.0% | +305.9% |
| All | +443.9% | +81.4% | +362.5% | +305.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling