+35.1%
LSCC vs GDDY
+60.8%
-25.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.8% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -2.3% | +10.4% | -12.7% | -6.0% |
| 3M | -12.5% | +13.6% | -26.1% | -17.7% |
| 6M | -10.6% | +33.7% | -44.2% | -24.6% |
| YTD | +52.7% | -8.0% | +60.7% | +55.1% |
| 1Y | +74.0% | -12.9% | +86.9% | +83.2% |
| 3Y | +104.8% | +29.3% | +75.5% | +43.7% |
| All | +35.1% | +60.8% | -25.7% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling