-10.6%
LSCC vs GDDY
+34.7%
-45.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -4.7% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -2.3% | +10.4% | -12.7% | +3.5% |
| 3M | -12.5% | +13.6% | -26.1% | -5.1% |
| 6M | -10.6% | +33.7% | -44.2% | +6.2% |
| All | -10.6% | +34.7% | -45.3% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling