-62.2%
FIS vs LSCC
+82.7%
-144.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -2.2% | -9.7% | +7.5% | -1.4% |
| 3M | +2.1% | -23.7% | +25.9% | +4.1% |
| 6M | -14.7% | +26.5% | -41.2% | -19.0% |
| YTD | -35.7% | +57.5% | -93.2% | -41.3% |
| 1Y | -37.1% | +75.7% | -112.7% | -43.8% |
| 3Y | -20.0% | +19.5% | -39.5% | -25.7% |
| All | -62.2% | +82.7% | -144.9% | -72.0% |
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 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