+1,236.1%
LSCC vs GAP
+15.9%
+1,220.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.3% | +8.2% |
| 7D | +13.0% | -3.8% | +16.7% | +14.0% |
| 30D | -19.8% | -9.0% | -10.8% | -18.0% |
| 3M | -18.4% | +5.5% | -23.9% | -20.3% |
| 6M | -16.1% | -11.1% | -5.0% | -15.1% |
| YTD | +42.7% | -13.6% | +56.3% | +45.0% |
| 1Y | +68.0% | -2.9% | +70.9% | +65.0% |
| 3Y | +85.8% | +69.6% | +16.2% | +49.0% |
| 5Y | +28.0% | +5.4% | +22.7% | +7.9% |
| All | +1,236.1% | +15.9% | +1,220.2% | +857.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling