+2,064.0%
GS vs LSCC
+1,003.8%
+1,060.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | -1.6% | -9.7% | +8.1% | +1.0% |
| 3M | -4.5% | -23.7% | +19.2% | +1.5% |
| 6M | +20.9% | +26.5% | -5.6% | +11.2% |
| YTD | +19.9% | +57.5% | -37.6% | +3.2% |
| 1Y | +41.4% | +75.7% | -34.3% | +17.2% |
| 3Y | +239.2% | +19.5% | +219.7% | +190.9% |
| 5Y | +185.0% | +83.8% | +101.3% | +104.1% |
| 10Y | +655.0% | +1,772.4% | -1,117.4% | +154.1% |
| All | +2,064.0% | +1,003.8% | +1,060.2% | +347.1% |
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 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