+246.5%
GM vs LSCC
+2,492.8%
-2,246.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | -1.4% | -9.7% | +8.3% | +0.9% |
| 3M | +5.9% | -23.7% | +29.6% | +11.5% |
| 6M | +12.4% | +26.5% | -14.1% | +3.0% |
| YTD | +8.6% | +57.5% | -48.9% | -6.9% |
| 1Y | +52.6% | +75.7% | -23.1% | +26.0% |
| 3Y | +169.7% | +19.5% | +150.2% | +129.7% |
| 5Y | +87.5% | +83.8% | +3.8% | +36.4% |
| 10Y | +233.0% | +1,772.4% | -1,539.4% | +31.1% |
| All | +246.5% | +2,492.8% | -2,246.4% | +17.5% |
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