+10,370.6%
LSCC vs GFI
+549.2%
+9,821.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.8% |
| 7D | +5.0% | +10.4% | -5.4% | +4.2% |
| 30D | -11.7% | +3.6% | -15.4% | -12.0% |
| 3M | -13.3% | -5.1% | -8.2% | -13.0% |
| 6M | -12.5% | -13.0% | +0.5% | -11.9% |
| YTD | +51.2% | -8.0% | +59.2% | +51.6% |
| 1Y | +65.9% | -5.0% | +70.9% | +65.9% |
| 3Y | +95.3% | +228.8% | -133.4% | +77.8% |
| 5Y | +38.6% | +354.4% | -315.8% | +22.0% |
| 10Y | +1,352.3% | +1,238.7% | +113.6% | +1,052.1% |
| All | +10,370.6% | +549.2% | +9,821.4% | +8,485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling