+82.0%
LSCC vs GRMN
+75.1%
+6.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | -2.9% | +4.2% | +3.1% |
| 30D | -9.7% | -8.4% | -1.2% | -4.6% |
| 3M | -23.7% | +15.0% | -38.7% | -31.6% |
| 6M | +26.5% | +11.2% | +15.3% | +16.2% |
| YTD | +57.5% | +37.7% | +19.8% | +24.8% |
| 1Y | +75.7% | +18.5% | +57.2% | +52.6% |
| 3Y | +19.5% | +175.8% | -156.3% | -50.8% |
| All | +82.0% | +75.1% | +6.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling