-83.2%
FIG vs LSCC
+119.6%
-202.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.3% | +3.5% |
| 7D | -12.6% | +19.3% | -31.9% | -11.5% |
| 30D | -13.8% | -9.6% | -4.1% | -14.4% |
| 3M | -16.7% | -12.4% | -4.3% | -17.3% |
| 6M | -6.1% | -10.5% | +4.4% | -8.1% |
| YTD | -48.1% | +54.8% | -102.9% | -56.3% |
| 1Y | -56.2% | +79.4% | -135.5% | -64.7% |
| All | -83.2% | +119.6% | -202.8% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling