+1,379.1%
LSCC vs GPC
+93.7%
+1,285.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.3% |
| 7D | +19.3% | +0.8% | +18.5% | +18.9% |
| 30D | -9.6% | -1.1% | -8.6% | -9.6% |
| 3M | -12.4% | -6.6% | -5.8% | -10.0% |
| 6M | -10.5% | +22.2% | -32.7% | -22.3% |
| YTD | +54.8% | +5.1% | +49.7% | +44.1% |
| 1Y | +79.4% | +2.8% | +76.6% | +68.9% |
| 3Y | +109.6% | +2.4% | +107.2% | +90.3% |
| 5Y | +40.4% | +7.8% | +32.6% | +24.7% |
| 10Y | +1,379.1% | +87.2% | +1,291.8% | +872.3% |
| All | +1,379.1% | +93.7% | +1,285.4% | +872.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling