-3.0%
FISV vs LSCC
+1,833.8%
-1,836.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.1% |
| 7D | -6.4% | +1.4% | -7.8% | -6.6% |
| 30D | -6.8% | -10.0% | +3.2% | -5.4% |
| 3M | -10.0% | -16.1% | +6.1% | -8.7% |
| 6M | -20.6% | +27.4% | -48.0% | -25.9% |
| YTD | -27.6% | +56.9% | -84.5% | -35.3% |
| 1Y | -64.3% | +74.6% | -138.9% | -69.1% |
| 3Y | -60.0% | +26.0% | -85.9% | -65.0% |
| 5Y | -57.7% | +86.1% | -143.8% | -67.9% |
| 10Y | -3.0% | +1,830.6% | -1,833.6% | -51.7% |
| All | -3.0% | +1,833.8% | -1,836.8% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling