-19.8%
LSCC vs GPC
+23.2%
-43.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.0% | -9.0% |
| 7D | -4.8% | +1.7% | -6.5% | -4.5% |
| 30D | -27.1% | -2.3% | -24.8% | -27.5% |
| 3M | -23.6% | -4.5% | -19.1% | -24.3% |
| 6M | -19.8% | +21.6% | -41.4% | -22.9% |
| All | -19.8% | +23.2% | -43.0% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling