+36.6%
GH vs LSCC
+26.3%
+10.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -4.5% |
| 7D | -15.6% | +13.0% | -28.6% | -19.8% |
| 30D | -10.4% | -19.8% | +9.5% | -3.2% |
| 3M | -4.3% | -18.4% | +14.1% | +1.4% |
| 6M | +63.5% | -16.1% | +79.7% | +66.3% |
| YTD | +47.7% | +42.7% | +5.0% | +16.4% |
| 1Y | +56.7% | +68.0% | -11.3% | +14.1% |
| 3Y | +443.9% | +85.8% | +358.0% | +224.3% |
| All | +36.6% | +26.3% | +10.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling