+48.8%
LSCC vs GNRC
-56.2%
+105.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.6% | +7.0% |
| 7D | +14.5% | +2.5% | +12.0% | +13.5% |
| 30D | -0.1% | -11.2% | +11.1% | +6.2% |
| 3M | -2.7% | -10.1% | +7.5% | +2.1% |
| 6M | -4.8% | -28.5% | +23.7% | +11.5% |
| YTD | +66.9% | +42.3% | +24.6% | +42.1% |
| 1Y | +85.8% | +22.8% | +63.0% | +68.4% |
| 3Y | +115.6% | +87.3% | +28.2% | +58.4% |
| 5Y | +48.8% | -56.9% | +105.7% | +77.3% |
| All | +48.8% | -56.2% | +105.0% | +77.3% |
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