+1,352.3%
LSCC vs GRMN
+655.8%
+696.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | +5.0% | +6.3% | -1.3% | +0.8% |
| 30D | -11.7% | +7.6% | -19.3% | -16.5% |
| 3M | -13.3% | -7.5% | -5.8% | -9.2% |
| 6M | -12.5% | +21.2% | -33.8% | -25.5% |
| YTD | +51.2% | +44.0% | +7.2% | +13.3% |
| 1Y | +65.9% | +44.7% | +21.2% | +24.0% |
| 3Y | +95.3% | +160.5% | -65.2% | -13.8% |
| 5Y | +38.6% | +124.6% | -86.0% | -31.7% |
| 10Y | +1,352.3% | +651.6% | +700.7% | +305.6% |
| All | +1,352.3% | +655.8% | +696.6% | +305.6% |
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