+21.2%
LSCC vs GAP
+114.4%
-93.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.3% | -4.5% | +5.8% | +2.4% |
| 30D | -9.7% | +9.0% | -18.7% | -12.2% |
| 3M | -23.7% | +5.0% | -28.7% | -25.3% |
| 6M | +26.5% | -17.8% | +44.3% | +31.2% |
| YTD | +57.5% | -10.4% | +67.9% | +59.2% |
| 1Y | +75.7% | -3.4% | +79.1% | +73.2% |
| All | +21.2% | +114.4% | -93.2% | +5.8% |
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