-71.4%
FIS vs LSCC
+26.3%
-97.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -2.8% |
| 7D | -25.5% | +13.0% | -38.4% | -26.2% |
| 30D | -15.1% | -19.8% | +4.8% | -13.8% |
| 3M | -32.1% | -18.4% | -13.7% | -31.4% |
| 6M | -36.1% | -16.1% | -19.9% | -36.4% |
| YTD | -55.4% | +42.7% | -98.1% | -59.1% |
| 1Y | -53.9% | +68.0% | -121.9% | -58.8% |
| 3Y | -39.8% | +85.8% | -125.6% | -50.3% |
| All | -71.4% | +26.3% | -97.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling