+1,909.4%
LSCC vs GFI
+1,066.8%
+842.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | +3.3% | -4.9% | +8.2% | +3.8% |
| 30D | -7.4% | +10.7% | -18.1% | -8.4% |
| 3M | -16.2% | +25.6% | -41.8% | -18.3% |
| 6M | +31.9% | -8.3% | +40.1% | +32.1% |
| YTD | +62.8% | +6.3% | +56.5% | +61.2% |
| 1Y | +81.4% | +22.1% | +59.3% | +77.6% |
| 3Y | +33.1% | +289.2% | -256.1% | +19.4% |
| 5Y | +90.8% | +531.7% | -440.9% | +65.4% |
| All | +1,909.4% | +1,066.8% | +842.5% | +1,689.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling