+739.3%
GLD vs LSCC
+1,815.2%
-1,075.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -0.3% | +3.0% | -3.2% | -0.4% |
| 30D | -1.9% | -19.3% | +17.4% | -1.3% |
| 3M | -0.4% | -22.3% | +21.8% | +0.2% |
| 6M | -10.2% | -14.6% | +4.4% | -10.0% |
| YTD | -6.0% | +45.8% | -51.8% | -7.2% |
| 1Y | +2.8% | +69.6% | -66.8% | +1.1% |
| 3Y | +101.6% | +86.1% | +15.5% | +96.3% |
| 5Y | +122.2% | +30.7% | +91.5% | +116.6% |
| 10Y | +199.5% | +1,283.9% | -1,084.4% | +173.0% |
| All | +739.3% | +1,815.2% | -1,075.9% | +618.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling