+81.4%
LSCC vs GDDY
-32.7%
+114.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.2% | +5.4% |
| 7D | +3.3% | -3.2% | +6.5% | +2.5% |
| 30D | -7.4% | +6.8% | -14.2% | -5.3% |
| 3M | -16.2% | +30.5% | -46.6% | -10.0% |
| 6M | +31.9% | +13.3% | +18.6% | +39.5% |
| YTD | +62.8% | -21.0% | +83.7% | +81.5% |
| 1Y | +81.4% | -34.0% | +115.4% | +120.0% |
| All | +81.4% | -32.7% | +114.1% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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