+25.5%
LSCC vs GRMN
+122.2%
-96.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.3% |
| 7D | +13.0% | +4.7% | +8.2% | +9.7% |
| 30D | -19.8% | +3.4% | -23.2% | -22.0% |
| 3M | -18.4% | -5.0% | -13.4% | -16.2% |
| 6M | -16.1% | +18.6% | -34.7% | -26.8% |
| YTD | +42.7% | +42.5% | +0.2% | +9.3% |
| 1Y | +68.0% | +42.3% | +25.7% | +28.9% |
| 3Y | +85.8% | +158.5% | -72.6% | -20.5% |
| All | +25.5% | +122.2% | -96.7% | -32.7% |
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 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