+205.0%
GLD vs LSCC
+1,244.7%
-1,039.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.0% |
| 7D | +4.7% | +13.0% | -8.3% | +4.2% |
| 30D | -0.9% | -19.8% | +18.9% | -0.2% |
| 3M | -4.4% | -18.4% | +14.0% | -3.9% |
| 6M | -13.6% | -16.1% | +2.6% | -13.3% |
| YTD | -6.0% | +42.7% | -48.7% | -7.1% |
| 1Y | +1.8% | +68.0% | -66.2% | +0.2% |
| 3Y | +103.2% | +85.8% | +17.3% | +98.4% |
| 5Y | +119.3% | +28.0% | +91.3% | +114.2% |
| All | +205.0% | +1,244.7% | -1,039.7% | +183.3% |
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