+87.2%
LSCC vs GFI
+521.0%
-433.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.2% | +5.7% | -0.5% | +4.1% |
| 30D | -9.6% | +15.6% | -25.2% | -12.1% |
| 3M | -17.8% | +31.5% | -49.3% | -22.3% |
| 6M | +37.4% | -3.7% | +41.1% | +36.7% |
| YTD | +59.7% | +11.2% | +48.4% | +55.3% |
| 1Y | +76.2% | +36.4% | +39.8% | +66.0% |
| 3Y | +28.2% | +313.5% | -285.3% | +0.6% |
| 5Y | +87.2% | +528.0% | -440.8% | +33.7% |
| All | +87.2% | +521.0% | -433.8% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling