+45.6%
GM vs LSCC
+74.7%
-29.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -4.6% | -10.0% | +5.5% | -3.4% |
| 3M | +0.2% | -16.1% | +16.3% | +1.9% |
| 6M | +12.6% | +27.4% | -14.8% | +7.3% |
| YTD | +3.7% | +56.9% | -53.2% | -3.5% |
| 1Y | +45.6% | +74.6% | -28.9% | +35.7% |
| All | +45.6% | +74.7% | -29.0% | +35.7% |
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