+211.6%
GM vs LSCC
+1,351.6%
-1,140.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.1% |
| 7D | -0.2% | +7.0% | -7.2% | -2.1% |
| 30D | +3.6% | -2.3% | +5.9% | +3.0% |
| 3M | -0.2% | -12.5% | +12.3% | +1.3% |
| 6M | +13.9% | -10.6% | +24.5% | +12.8% |
| YTD | +6.5% | +52.7% | -46.2% | -10.9% |
| 1Y | +20.7% | +74.0% | -53.3% | -2.9% |
| 3Y | +229.5% | +104.8% | +124.7% | +131.4% |
| 5Y | +41.5% | +36.2% | +5.3% | +5.1% |
| All | +211.6% | +1,351.6% | -1,140.0% | +14.9% |
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 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