+21.2%
LSCC vs GRMN
+176.7%
-155.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.6% |
| 30D | -9.7% | -8.4% | -1.2% | -6.2% |
| 3M | -23.7% | +15.0% | -38.7% | -29.0% |
| 6M | +26.5% | +11.2% | +15.3% | +19.6% |
| YTD | +57.5% | +37.7% | +19.8% | +35.1% |
| 1Y | +75.7% | +18.5% | +57.2% | +60.1% |
| All | +21.2% | +176.7% | -155.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling