+65.9%
LSCC vs GRMN
+45.1%
+20.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | +5.0% | +6.3% | -1.3% | +2.9% |
| 30D | -11.7% | +7.6% | -19.3% | -14.4% |
| 3M | -13.3% | -7.5% | -5.8% | -11.1% |
| 6M | -12.5% | +21.2% | -33.8% | -20.4% |
| YTD | +51.2% | +44.0% | +7.2% | +24.4% |
| 1Y | +65.9% | +44.7% | +21.2% | +36.5% |
| All | +65.9% | +45.1% | +20.8% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling