+1,710.5%
GS vs LSCC
+833.6%
+876.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.6% | +2.2% | -4.1% |
| 7D | -6.3% | -4.8% | -1.5% | -5.3% |
| 30D | -3.1% | -27.1% | +24.0% | +4.7% |
| 3M | -17.7% | -23.6% | +5.9% | -12.5% |
| 6M | -4.6% | -19.8% | +15.3% | -1.1% |
| YTD | +0.3% | +33.2% | -32.9% | -10.6% |
| 1Y | +11.7% | +55.2% | -43.5% | -4.6% |
| 3Y | +183.6% | +70.1% | +113.5% | +120.8% |
| 5Y | +141.0% | +19.5% | +121.4% | +92.8% |
| 10Y | +507.4% | +1,164.9% | -657.5% | +127.5% |
| All | +1,710.5% | +833.6% | +876.9% | +287.6% |
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