+4,159.9%
LSCC vs GNRC
+2,151.7%
+2,008.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +21.2% | +11.9% | +9.3% | +15.6% |
| 30D | -1.9% | -10.0% | +8.1% | +3.2% |
| 3M | -8.1% | -13.1% | +5.0% | -2.4% |
| 6M | -5.2% | -28.5% | +23.2% | +9.7% |
| YTD | +61.5% | +41.4% | +20.1% | +38.9% |
| 1Y | +81.3% | +18.8% | +62.5% | +67.5% |
| 3Y | +108.7% | +86.3% | +22.4% | +55.9% |
| 5Y | +44.1% | -56.8% | +101.0% | +79.6% |
| 10Y | +1,439.5% | +382.1% | +1,057.4% | +610.6% |
| All | +4,159.9% | +2,151.7% | +2,008.2% | +855.2% |
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