+240.2%
GM vs LSCC
+2,249.4%
-2,009.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.7% | -5.3% |
| 7D | -1.4% | +13.0% | -14.4% | -4.7% |
| 30D | +6.4% | -19.8% | +26.2% | +11.2% |
| 3M | -0.7% | -18.4% | +17.7% | +2.7% |
| 6M | +9.9% | -16.1% | +26.1% | +10.8% |
| YTD | +6.7% | +42.7% | -36.1% | -7.7% |
| 1Y | +26.2% | +68.0% | -41.8% | +4.5% |
| 3Y | +205.0% | +85.8% | +119.2% | +128.3% |
| 5Y | +53.6% | +28.0% | +25.6% | +20.6% |
| 10Y | +233.4% | +1,255.1% | -1,021.7% | +40.1% |
| All | +240.2% | +2,249.4% | -2,009.3% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling