-55.3%
FIS vs LSCC
+1,398.6%
-1,453.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -2.4% |
| 7D | -29.4% | +19.3% | -48.7% | -31.2% |
| 30D | -16.7% | -9.6% | -7.1% | -16.1% |
| 3M | -33.0% | -12.4% | -20.6% | -32.5% |
| 6M | -33.3% | -10.5% | -22.9% | -34.1% |
| YTD | -56.0% | +54.8% | -110.8% | -61.0% |
| 1Y | -54.6% | +79.4% | -134.0% | -60.9% |
| 3Y | -40.6% | +109.6% | -150.2% | -53.7% |
| 5Y | -71.9% | +40.4% | -112.3% | -77.5% |
| 10Y | -55.3% | +1,379.1% | -1,434.4% | -78.7% |
| All | -55.3% | +1,398.6% | -1,453.9% | -78.7% |
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 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