-55.8%
FIG vs LSCC
+72.9%
-128.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -4.3% |
| 7D | -16.3% | +1.3% | -17.6% | -16.2% |
| 30D | -14.3% | -9.7% | -4.6% | -14.7% |
| 3M | +7.2% | -23.7% | +30.9% | +7.4% |
| 6M | -18.6% | +26.5% | -45.1% | -27.8% |
| YTD | -35.5% | +57.5% | -93.0% | -50.1% |
| 1Y | -55.8% | +75.7% | -131.5% | -68.7% |
| All | -55.8% | +72.9% | -128.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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