-55.5%
FIS vs LSCC
+77.3%
-132.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -6.5% |
| 7D | -3.5% | +21.2% | -24.7% | -0.7% |
| 30D | -19.4% | -1.9% | -17.5% | -18.9% |
| 3M | -31.6% | -8.1% | -23.5% | -31.5% |
| 6M | -32.5% | -5.2% | -27.3% | -32.0% |
| YTD | -56.0% | +61.5% | -117.5% | -56.0% |
| 1Y | -55.5% | +81.3% | -136.8% | -56.1% |
| All | -55.5% | +77.3% | -132.9% | -56.1% |
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 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