-83.7%
FIG vs LSCC
+102.5%
-186.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +2.4% |
| 7D | -13.1% | +13.0% | -26.1% | -12.1% |
| 30D | -13.0% | -19.8% | +6.8% | -14.1% |
| 3M | -21.5% | -18.4% | -3.1% | -22.3% |
| 6M | -2.5% | -16.1% | +13.6% | -5.3% |
| YTD | -49.7% | +42.7% | -92.4% | -57.7% |
| 1Y | -59.1% | +68.0% | -127.1% | -67.4% |
| All | -83.7% | +102.5% | -186.2% | -85.3% |
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