+376.5%
FIS vs LSCC
+443.6%
-67.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | -2.2% | -9.7% | +7.5% | -0.7% |
| 3M | +2.1% | -23.7% | +25.9% | +5.4% |
| 6M | -14.7% | +26.5% | -41.2% | -20.8% |
| YTD | -35.7% | +57.5% | -93.2% | -43.2% |
| 1Y | -37.1% | +75.7% | -112.7% | -46.0% |
| 3Y | -20.0% | +19.5% | -39.5% | -30.4% |
| 5Y | -62.1% | +83.8% | -145.9% | -71.0% |
| 10Y | -37.4% | +1,772.4% | -1,809.8% | -71.8% |
| All | +376.5% | +443.6% | -67.1% | +73.1% |
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 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