+74.0%
LSCC vs GFI
-13.2%
+87.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | +7.0% | -8.7% | +15.7% | +10.6% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | -12.5% | -7.5% | -5.0% | -10.7% |
| 6M | -10.6% | -18.3% | +7.7% | -5.2% |
| YTD | +52.7% | -13.8% | +66.5% | +55.8% |
| 1Y | +74.0% | -8.8% | +82.8% | +72.8% |
| All | +74.0% | -13.2% | +87.2% | +72.8% |
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