+1,753.2%
LSCC vs GDDY
+364.4%
+1,388.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +4.3% |
| 7D | +5.2% | -7.6% | +12.8% | +7.9% |
| 30D | -9.6% | +2.0% | -11.6% | -11.2% |
| 3M | -17.8% | +15.1% | -32.9% | -25.5% |
| 6M | +37.4% | -1.1% | +38.6% | +30.4% |
| YTD | +59.7% | -25.1% | +84.8% | +67.8% |
| 1Y | +76.2% | -37.3% | +113.5% | +100.0% |
| 3Y | +28.2% | +24.5% | +3.6% | +4.0% |
| 5Y | +87.2% | +23.5% | +63.7% | +54.2% |
| 10Y | +1,795.0% | +185.0% | +1,610.0% | +1,212.5% |
| All | +1,753.2% | +364.4% | +1,388.8% | +1,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling