+1,236.1%
LSCC vs GPC
+85.6%
+1,150.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.8% |
| 7D | +13.0% | +1.6% | +11.4% | +12.1% |
| 30D | -19.8% | -2.1% | -17.7% | -19.5% |
| 3M | -18.4% | -6.8% | -11.6% | -16.2% |
| 6M | -16.1% | +18.6% | -34.7% | -26.1% |
| YTD | +42.7% | +2.7% | +40.1% | +34.3% |
| 1Y | +68.0% | +1.8% | +66.2% | +58.8% |
| 3Y | +85.8% | +1.1% | +84.8% | +69.5% |
| 5Y | +28.0% | +4.1% | +24.0% | +15.7% |
| All | +1,236.1% | +85.6% | +1,150.5% | +771.3% |
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