+105.9%
GILD vs LSCC
+29.0%
+76.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.0% |
| 7D | -4.8% | +3.3% | -8.2% | -5.0% |
| 30D | +5.8% | -7.4% | +13.1% | +6.1% |
| 3M | +14.9% | -16.2% | +31.1% | +15.7% |
| 6M | -0.4% | +31.9% | -32.2% | -3.3% |
| YTD | +18.5% | +62.8% | -44.2% | +13.6% |
| 1Y | +25.1% | +81.4% | -56.3% | +18.9% |
| 3Y | +105.9% | +33.1% | +72.8% | +91.7% |
| All | +105.9% | +29.0% | +76.9% | +91.7% |
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 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