+118.6%
GLD vs LSCC
+26.3%
+92.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.1% |
| 7D | +4.7% | +13.0% | -8.3% | +4.0% |
| 30D | -0.9% | -19.8% | +18.9% | 0.0% |
| 3M | -4.4% | -18.4% | +14.0% | -3.7% |
| 6M | -13.6% | -16.1% | +2.6% | -13.2% |
| YTD | -6.0% | +42.7% | -48.7% | -7.3% |
| 1Y | +1.8% | +68.0% | -66.2% | 0.0% |
| 3Y | +103.2% | +85.8% | +17.3% | +97.7% |
| All | +118.6% | +26.3% | +92.2% | +109.4% |
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