+72.5%
LSCC vs GFI
+29.0%
+43.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.2% |
| 7D | +0.4% | -5.1% | +5.6% | +2.1% |
| 30D | -9.5% | +13.4% | -22.9% | -13.4% |
| 3M | -13.8% | +36.2% | -50.0% | -23.5% |
| 6M | +24.5% | -9.8% | +34.3% | +25.6% |
| YTD | +55.1% | +7.7% | +47.4% | +49.4% |
| 1Y | +72.5% | +27.2% | +45.3% | +57.9% |
| All | +72.5% | +29.0% | +43.5% | +57.9% |
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