-55.0%
GLXY vs LSCC
+68.2%
-123.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +0.3% |
| 7D | -14.6% | +13.0% | -27.6% | -21.6% |
| 30D | -36.2% | -19.8% | -16.3% | -26.1% |
| 3M | -30.1% | -18.4% | -11.7% | -20.6% |
| 6M | -56.1% | -16.1% | -40.0% | -50.9% |
| YTD | -38.9% | +42.7% | -81.6% | -56.2% |
| 1Y | -55.0% | +68.0% | -123.0% | -71.8% |
| All | -55.0% | +68.2% | -123.2% | -71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling