+211.8%
GLD vs LSCC
+1,498.6%
-1,286.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -1.5% |
| 7D | -2.0% | +14.5% | -16.4% | -2.5% |
| 30D | -4.4% | -0.1% | -4.4% | -4.6% |
| 3M | -8.9% | -2.7% | -6.3% | -9.0% |
| 6M | -16.0% | -4.8% | -11.2% | -16.1% |
| YTD | -7.9% | +66.9% | -74.7% | -9.4% |
| 1Y | -3.9% | +85.8% | -89.7% | -5.8% |
| 3Y | +103.4% | +115.6% | -12.1% | +97.5% |
| 5Y | +109.7% | +48.8% | +60.9% | +103.6% |
| 10Y | +211.8% | +1,490.3% | -1,278.4% | +192.9% |
| All | +211.8% | +1,498.6% | -1,286.7% | +192.9% |
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 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