+87.3%
LSCC vs GFI
-3.5%
+90.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +10.9% |
| 7D | +14.5% | +2.2% | +12.3% | +13.5% |
| 30D | -0.1% | +2.2% | -2.2% | -1.0% |
| 3M | -2.7% | -4.6% | +2.0% | -1.8% |
| 6M | -4.8% | -16.7% | +11.9% | +0.2% |
| YTD | +66.9% | -9.5% | +76.3% | +66.9% |
| All | +87.3% | -3.5% | +90.8% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling