+1,833.6%
GS vs LSCC
+921.4%
+912.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | +0.3% | +3.0% | -2.7% | -0.8% |
| 30D | +3.9% | -19.3% | +23.1% | +9.3% |
| 3M | -11.4% | -22.3% | +10.8% | -6.4% |
| 6M | +3.7% | -14.6% | +18.3% | +5.6% |
| YTD | +7.1% | +45.8% | -38.6% | -6.8% |
| 1Y | +19.7% | +69.6% | -50.0% | -0.2% |
| 3Y | +202.8% | +86.1% | +116.7% | +130.1% |
| 5Y | +156.7% | +30.7% | +126.0% | +100.4% |
| 10Y | +548.7% | +1,283.9% | -735.2% | +137.1% |
| All | +1,833.6% | +921.4% | +912.1% | +304.0% |
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