+95.3%
LSCC vs GAP
+77.2%
+18.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | -11.7% | -5.4% | -6.3% | -10.6% |
| 3M | -13.3% | +2.9% | -16.2% | -14.6% |
| 6M | -12.5% | -4.4% | -8.1% | -13.0% |
| YTD | +51.2% | -11.6% | +62.8% | +53.0% |
| 1Y | +65.9% | -6.0% | +71.9% | +64.7% |
| 3Y | +95.3% | +78.0% | +17.4% | +84.5% |
| All | +95.3% | +77.2% | +18.1% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling