+124.3%
GOOGL vs LSCC
+118.1%
+6.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.4% | -8.2% | +0.5% |
| 7D | +1.6% | +14.5% | -12.9% | -0.8% |
| 30D | -16.8% | -0.1% | -16.7% | -17.2% |
| 3M | -14.6% | -2.7% | -11.9% | -15.0% |
| 6M | -24.4% | -4.8% | -19.6% | -25.4% |
| YTD | -6.1% | +66.9% | -72.9% | -17.1% |
| 1Y | +1.0% | +85.8% | -84.8% | -12.8% |
| All | +124.3% | +118.1% | +6.1% | +79.9% |
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