+123.8%
LSCC vs GNRC
+89.5%
+34.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.6% | +6.2% |
| 7D | +14.5% | +2.5% | +12.0% | +13.2% |
| 30D | -0.1% | -11.2% | +11.1% | +7.5% |
| 3M | -2.7% | -10.1% | +7.5% | +3.2% |
| 6M | -4.8% | -28.5% | +23.7% | +15.6% |
| YTD | +66.9% | +42.3% | +24.6% | +34.6% |
| 1Y | +85.8% | +22.8% | +63.0% | +62.1% |
| All | +123.8% | +89.5% | +34.3% | +37.4% |
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