+65.9%
LSCC vs GPC
+2.1%
+63.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +5.0% | +0.4% | +4.7% | +5.0% |
| 30D | -11.7% | -1.8% | -9.9% | -11.8% |
| 3M | -13.3% | -6.6% | -6.7% | -12.9% |
| 6M | -12.5% | +21.3% | -33.9% | -20.1% |
| YTD | +51.2% | +4.3% | +46.9% | +36.5% |
| 1Y | +65.9% | +3.3% | +62.6% | +53.1% |
| All | +65.9% | +2.1% | +63.8% | +53.1% |
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