-2.7%
LSCC vs GNRC
-7.3%
+4.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.6% | +6.0% |
| 7D | +14.5% | +2.5% | +12.0% | +12.6% |
| 30D | -0.1% | -11.2% | +11.1% | +5.1% |
| 3M | -2.7% | -10.1% | +7.5% | +10.0% |
| All | -2.7% | -7.3% | +4.6% | +10.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling