+21.2%
LSCC vs GPC
-1.1%
+22.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | -9.7% | +6.0% | -15.6% | -11.5% |
| 3M | -23.7% | +42.6% | -66.3% | -34.9% |
| 6M | +26.5% | +22.8% | +3.7% | +14.8% |
| YTD | +57.5% | +15.5% | +42.1% | +44.9% |
| 1Y | +75.7% | +2.0% | +73.6% | +70.5% |
| All | +21.2% | -1.1% | +22.3% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling