-54.5%
FIS vs LSCC
+1,244.7%
-1,299.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -3.2% |
| 7D | -25.5% | +13.0% | -38.4% | -26.9% |
| 30D | -15.1% | -19.8% | +4.8% | -13.1% |
| 3M | -32.1% | -18.4% | -13.7% | -31.0% |
| 6M | -36.1% | -16.1% | -19.9% | -36.4% |
| YTD | -55.4% | +42.7% | -98.1% | -60.1% |
| 1Y | -53.9% | +68.0% | -121.9% | -60.0% |
| 3Y | -39.8% | +85.8% | -125.6% | -52.1% |
| 5Y | -71.1% | +28.0% | -99.1% | -76.5% |
| All | -54.5% | +1,244.7% | -1,299.2% | -78.0% |
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