+9,126.4%
LSCC vs GPC
+2,100.6%
+7,025.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.0% | -7.6% |
| 7D | -4.8% | +1.7% | -6.5% | -5.7% |
| 30D | -27.1% | -2.3% | -24.8% | -26.5% |
| 3M | -23.6% | -4.5% | -19.1% | -22.1% |
| 6M | -19.8% | +21.6% | -41.4% | -32.7% |
| YTD | +33.2% | +4.0% | +29.2% | +22.3% |
| 1Y | +55.2% | +3.5% | +51.7% | +42.8% |
| 3Y | +70.1% | +2.1% | +68.0% | +50.7% |
| 5Y | +19.5% | +5.5% | +14.1% | +3.9% |
| 10Y | +1,164.9% | +90.7% | +1,074.2% | +550.6% |
| All | +9,126.4% | +2,100.6% | +7,025.8% | +1,198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling