+72.5%
LSCC vs GNRC
-0.8%
+73.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | +0.5% |
| 7D | +0.4% | -0.7% | +1.2% | +0.9% |
| 30D | -9.5% | -15.8% | +6.3% | +0.7% |
| 3M | -13.8% | -24.0% | +10.3% | +2.4% |
| 6M | +24.5% | -13.8% | +38.3% | +36.0% |
| YTD | +55.1% | +33.2% | +21.9% | +40.5% |
| 1Y | +72.5% | -1.8% | +74.3% | +68.5% |
| All | +72.5% | -0.8% | +73.3% | +68.5% |
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 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