+208.4%
GLD vs LSCC
+1,333.6%
-1,125.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.6% |
| 7D | +2.8% | +5.0% | -2.2% | +2.6% |
| 30D | -4.0% | -11.7% | +7.8% | -3.6% |
| 3M | -8.2% | -13.3% | +5.1% | -7.9% |
| 6M | -14.8% | -12.5% | -2.3% | -14.7% |
| YTD | -6.8% | +51.2% | -58.0% | -8.1% |
| 1Y | -2.4% | +65.9% | -68.3% | -3.9% |
| 3Y | +105.8% | +95.3% | +10.4% | +100.6% |
| 5Y | +113.3% | +38.6% | +74.7% | +107.8% |
| 10Y | +208.4% | +1,352.3% | -1,143.9% | +189.0% |
| All | +208.4% | +1,333.6% | -1,125.2% | +189.0% |
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