+10,808.2%
LSCC vs GAP
+2,258.2%
+8,550.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.3% | -4.5% | +5.8% | +2.7% |
| 30D | -9.7% | +9.0% | -18.7% | -12.7% |
| 3M | -23.7% | +5.0% | -28.7% | -25.8% |
| 6M | +26.5% | -17.8% | +44.3% | +31.5% |
| YTD | +57.5% | -10.4% | +67.9% | +58.9% |
| 1Y | +75.7% | -3.4% | +79.1% | +72.4% |
| 3Y | +19.5% | +111.5% | -92.0% | -15.1% |
| 5Y | +83.8% | +8.8% | +74.9% | +51.3% |
| 10Y | +1,772.4% | +32.9% | +1,739.5% | +1,072.8% |
| All | +10,808.2% | +2,258.2% | +8,550.0% | +1,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling