+0.3%
GOOGL vs LSCC
+68.2%
-67.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -0.1% |
| 7D | +1.8% | +13.0% | -11.2% | +0.2% |
| 30D | -18.8% | -19.8% | +1.1% | -17.1% |
| 3M | -20.3% | -18.4% | -1.9% | -19.0% |
| 6M | -28.4% | -16.1% | -12.3% | -28.1% |
| YTD | -8.8% | +42.7% | -51.6% | -17.5% |
| 1Y | +0.3% | +68.0% | -67.7% | -13.1% |
| All | +0.3% | +68.2% | -67.9% | -13.1% |
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