+27.4%
FISV vs LSCC
+1,351.6%
-1,324.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.5% | +9.2% | +4.5% |
| 7D | +1.4% | +7.0% | -5.5% | +0.2% |
| 30D | +38.4% | -2.3% | +40.7% | +38.0% |
| 3M | +14.9% | -12.5% | +27.4% | +16.0% |
| 6M | +21.8% | -10.6% | +32.4% | +20.3% |
| YTD | -5.0% | +52.7% | -57.7% | -15.9% |
| 1Y | -1.2% | +74.0% | -75.1% | -14.7% |
| 3Y | -47.5% | +104.8% | -152.3% | -59.2% |
| 5Y | -36.7% | +36.2% | -73.0% | -49.2% |
| All | +27.4% | +1,351.6% | -1,324.1% | -39.0% |
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 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