+68.0%
LSCC vs GAP
-5.7%
+73.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.3% | +8.0% |
| 7D | +13.0% | -3.8% | +16.7% | +13.9% |
| 30D | -19.8% | -9.0% | -10.8% | -18.2% |
| 3M | -18.4% | +5.5% | -23.9% | -19.8% |
| 6M | -16.1% | -11.1% | -5.0% | -14.0% |
| YTD | +42.7% | -13.6% | +56.3% | +46.4% |
| 1Y | +68.0% | -2.9% | +70.9% | +67.4% |
| All | +68.0% | -5.7% | +73.7% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling