+205.0%
GM vs LSCC
+81.4%
+123.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.7% | -4.7% |
| 7D | -1.4% | +13.0% | -14.4% | -3.5% |
| 30D | +6.4% | -19.8% | +26.2% | +9.8% |
| 3M | -0.7% | -18.4% | +17.7% | +1.8% |
| 6M | +9.9% | -16.1% | +26.1% | +10.6% |
| YTD | +6.7% | +42.7% | -36.1% | -4.2% |
| 1Y | +26.2% | +68.0% | -41.8% | +9.6% |
| 3Y | +205.0% | +85.8% | +119.2% | +120.9% |
| All | +205.0% | +81.4% | +123.6% | +120.9% |
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 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