+11,454.8%
LSCC vs GFI
+539.2%
+10,915.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +10.5% |
| 7D | +14.5% | +2.2% | +12.3% | +14.3% |
| 30D | -0.1% | +2.2% | -2.2% | -0.2% |
| 3M | -2.7% | -4.6% | +2.0% | -2.4% |
| 6M | -4.8% | -16.7% | +11.9% | -3.8% |
| YTD | +66.9% | -9.5% | +76.3% | +67.4% |
| 1Y | +85.8% | -6.8% | +92.7% | +86.1% |
| 3Y | +115.6% | +223.7% | -108.1% | +96.5% |
| 5Y | +48.8% | +321.8% | -273.0% | +31.5% |
| 10Y | +1,490.3% | +1,354.1% | +136.2% | +1,155.4% |
| All | +11,454.8% | +539.2% | +10,915.6% | +9,384.1% |
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