+238.2%
FIS vs LSCC
+359.8%
-121.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.4% | +0.2% |
| 7D | -21.2% | -4.8% | -16.3% | -20.8% |
| 30D | -12.1% | -27.1% | +15.0% | -8.0% |
| 3M | -30.6% | -23.6% | -7.0% | -28.3% |
| 6M | -35.5% | -19.8% | -15.7% | -35.3% |
| YTD | -54.4% | +33.2% | -87.6% | -59.0% |
| 1Y | -52.9% | +55.2% | -108.1% | -59.0% |
| 3Y | -38.7% | +70.1% | -108.8% | -50.8% |
| 5Y | -70.4% | +19.5% | -90.0% | -75.7% |
| 10Y | -52.8% | +1,164.9% | -1,217.7% | -77.3% |
| All | +238.2% | +359.8% | -121.6% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling