+1,837.1%
LSCC vs GNRC
+447.3%
+1,389.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.8% |
| 7D | +1.4% | +3.2% | -1.8% | -0.2% |
| 30D | -10.0% | -9.5% | -0.5% | -5.6% |
| 3M | -16.1% | -28.5% | +12.5% | -1.1% |
| 6M | +27.4% | -10.0% | +37.3% | +33.9% |
| YTD | +56.9% | +36.7% | +20.2% | +35.6% |
| 1Y | +74.6% | +2.6% | +72.0% | +70.4% |
| 3Y | +26.0% | +61.9% | -35.9% | -3.5% |
| 5Y | +86.1% | -59.0% | +145.2% | +147.8% |
| All | +1,837.1% | +447.3% | +1,389.7% | +797.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling