-37.1%
FIS vs LSCC
+72.9%
-109.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.7% |
| 7D | +1.1% | +1.3% | -0.2% | +1.3% |
| 30D | -2.2% | -9.7% | +7.5% | -3.3% |
| 3M | +2.1% | -23.7% | +25.9% | +0.2% |
| 6M | -14.7% | +26.5% | -41.2% | -13.5% |
| YTD | -35.7% | +57.5% | -93.2% | -34.5% |
| 1Y | -37.1% | +75.7% | -112.7% | -34.9% |
| All | -37.1% | +72.9% | -109.9% | -34.9% |
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