+1,763.3%
LSCC vs GRMN
+634.0%
+1,129.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | -2.9% | +4.2% | +3.3% |
| 30D | -9.7% | -8.4% | -1.2% | -4.2% |
| 3M | -23.7% | +15.0% | -38.7% | -32.3% |
| 6M | +26.5% | +11.2% | +15.3% | +15.3% |
| YTD | +57.5% | +37.7% | +19.8% | +22.7% |
| 1Y | +75.7% | +18.5% | +57.2% | +50.9% |
| 3Y | +19.5% | +175.8% | -156.3% | -49.8% |
| 5Y | +83.8% | +75.1% | +8.7% | +9.0% |
| All | +1,763.3% | +634.0% | +1,129.3% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling