+28.2%
LSCC vs GNRC
+62.7%
-34.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.5% |
| 7D | +5.2% | +4.8% | +0.4% | +2.3% |
| 30D | -9.6% | -10.4% | +0.7% | -3.9% |
| 3M | -17.8% | -28.5% | +10.7% | -0.5% |
| 6M | +37.4% | -6.8% | +44.2% | +42.7% |
| YTD | +59.7% | +39.5% | +20.2% | +34.4% |
| 1Y | +76.2% | +3.4% | +72.8% | +70.4% |
| 3Y | +28.2% | +65.1% | -37.0% | +4.5% |
| All | +28.2% | +62.7% | -34.5% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling