-52.4%
FIS vs LSCC
+1,351.6%
-1,403.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.6% | +4.9% |
| 7D | +2.8% | +7.0% | -4.2% | +1.8% |
| 30D | -16.7% | -2.3% | -14.4% | -17.0% |
| 3M | -32.3% | -12.5% | -19.8% | -31.8% |
| 6M | -29.1% | -10.6% | -18.5% | -29.9% |
| YTD | -54.1% | +52.7% | -106.8% | -59.3% |
| 1Y | -53.7% | +74.0% | -127.7% | -60.0% |
| 3Y | -38.8% | +104.8% | -143.6% | -52.1% |
| 5Y | -71.1% | +36.2% | -107.3% | -76.7% |
| All | -52.4% | +1,351.6% | -1,403.9% | -77.1% |
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