-43.1%
GLXY vs LSCC
+88.2%
-131.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.6% | +1.5% | -1.7% |
| 7D | -28.4% | -4.8% | -23.6% | -26.0% |
| 30D | -41.4% | -27.1% | -14.3% | -28.9% |
| 3M | -31.9% | -23.6% | -8.3% | -20.1% |
| 6M | -57.2% | -19.8% | -37.4% | -50.7% |
| YTD | -41.9% | +33.2% | -75.2% | -49.4% |
| 1Y | -58.7% | +55.2% | -113.9% | -66.2% |
| All | -43.1% | +88.2% | -131.3% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling