+87.3%
LSCC vs GPC
+0.8%
+86.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.1% | +10.4% |
| 7D | +14.5% | -2.1% | +16.6% | +14.7% |
| 30D | -0.1% | -4.5% | +4.5% | +0.2% |
| 3M | -2.7% | -7.7% | +5.0% | -2.0% |
| 6M | -4.8% | +24.3% | -29.1% | -14.2% |
| YTD | +66.9% | +3.5% | +63.4% | +49.8% |
| All | +87.3% | +0.8% | +86.5% | +74.1% |
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