+74.0%
LSCC vs GPC
-0.7%
+74.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | +7.0% | +0.4% | +6.5% | +6.9% |
| 30D | -2.3% | -6.3% | +4.0% | -1.8% |
| 3M | -12.5% | -8.2% | -4.4% | -11.9% |
| 6M | -10.6% | +27.1% | -37.7% | -20.4% |
| YTD | +52.7% | +3.1% | +49.6% | +37.0% |
| 1Y | +74.0% | +0.1% | +73.9% | +60.0% |
| All | +74.0% | -0.7% | +74.7% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling