+4,054.1%
LSCC vs GNRC
+2,087.1%
+1,967.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.9% |
| 7D | +1.3% | +1.9% | -0.6% | +0.5% |
| 30D | -9.7% | -13.8% | +4.2% | -3.6% |
| 3M | -23.7% | -32.6% | +8.9% | -8.7% |
| 6M | +26.5% | -15.2% | +41.7% | +36.1% |
| YTD | +57.5% | +37.4% | +20.1% | +37.6% |
| 1Y | +75.7% | +5.1% | +70.5% | +70.3% |
| 3Y | +19.5% | +57.5% | -38.1% | -5.0% |
| 5Y | +83.8% | -58.7% | +142.5% | +132.7% |
| 10Y | +1,772.4% | +395.5% | +1,376.9% | +756.3% |
| All | +4,054.1% | +2,087.1% | +1,967.0% | +846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling