+22.1%
GH vs LSCC
+82.7%
-60.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | -0.1% | +1.3% | -1.4% | -0.7% |
| 30D | -1.1% | -9.7% | +8.6% | +2.8% |
| 3M | +21.3% | -23.7% | +45.0% | +32.0% |
| 6M | +73.5% | +26.5% | +47.0% | +50.6% |
| YTD | +58.0% | +57.5% | +0.5% | +22.8% |
| 1Y | +163.1% | +75.7% | +87.4% | +91.3% |
| 3Y | +361.0% | +19.5% | +341.6% | +277.1% |
| All | +22.1% | +82.7% | -60.6% | -35.4% |
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