+1,236.1%
LSCC vs GRMN
+668.8%
+567.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.3% |
| 7D | +13.0% | +4.7% | +8.2% | +9.4% |
| 30D | -19.8% | +3.4% | -23.2% | -22.2% |
| 3M | -18.4% | -5.0% | -13.4% | -16.1% |
| 6M | -16.1% | +18.6% | -34.7% | -27.6% |
| YTD | +42.7% | +42.5% | +0.2% | +7.6% |
| 1Y | +68.0% | +42.3% | +25.7% | +26.9% |
| 3Y | +85.8% | +158.5% | -72.6% | -17.6% |
| 5Y | +28.0% | +123.6% | -95.5% | -36.7% |
| All | +1,236.1% | +668.8% | +567.4% | +269.7% |
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