-84.0%
FIG vs LSCC
+89.0%
-173.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -8.6% | -8.1% | -17.2% |
| 7D | -17.4% | -4.8% | -12.6% | -17.4% |
| 30D | -15.9% | -27.1% | +11.2% | -17.5% |
| 3M | -34.5% | -23.6% | -10.9% | -35.4% |
| 6M | -5.0% | -19.8% | +14.8% | -8.4% |
| YTD | -50.7% | +33.2% | -83.9% | -58.7% |
| 1Y | -58.1% | +55.2% | -113.3% | -66.6% |
| All | -84.0% | +89.0% | -173.0% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling