+86.1%
LSCC vs GNRC
-58.2%
+144.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.8% |
| 7D | +1.4% | +3.2% | -1.8% | -0.1% |
| 30D | -10.0% | -9.5% | -0.5% | -5.7% |
| 3M | -16.1% | -28.5% | +12.5% | -1.4% |
| 6M | +27.4% | -10.0% | +37.3% | +34.1% |
| YTD | +56.9% | +36.7% | +20.2% | +37.0% |
| 1Y | +74.6% | +2.6% | +72.0% | +71.2% |
| 3Y | +26.0% | +61.9% | -35.9% | -1.3% |
| 5Y | +86.1% | -59.0% | +145.2% | +132.8% |
| All | +86.1% | -58.2% | +144.3% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling