+48.8%
LSCC vs GAP
+5.8%
+43.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.4% | +11.0% |
| 7D | +14.5% | -9.3% | +23.8% | +18.0% |
| 30D | -0.1% | -5.5% | +5.4% | +1.4% |
| 3M | -2.7% | +3.5% | -6.1% | -4.8% |
| 6M | -4.8% | +0.7% | -5.5% | -7.1% |
| YTD | +66.9% | -13.4% | +80.2% | +69.7% |
| 1Y | +85.8% | -7.7% | +93.5% | +84.5% |
| 3Y | +115.6% | +74.4% | +41.2% | +59.9% |
| 5Y | +48.8% | +5.3% | +43.5% | +11.0% |
| All | +48.8% | +5.8% | +43.0% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling