+75.7%
LSCC vs GNRC
+6.8%
+68.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.5% |
| 7D | +1.3% | +1.9% | -0.6% | +0.1% |
| 30D | -9.7% | -13.8% | +4.2% | -1.2% |
| 3M | -23.7% | -32.6% | +8.9% | -3.1% |
| 6M | +26.5% | -15.2% | +41.7% | +39.1% |
| YTD | +57.5% | +37.4% | +20.1% | +40.2% |
| 1Y | +75.7% | +5.1% | +70.5% | +68.1% |
| All | +75.7% | +6.8% | +68.9% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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