+26.4%
FISV vs LSCC
+1,398.6%
-1,372.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | -0.3% |
| 7D | +22.3% | +19.3% | +3.0% | +18.9% |
| 30D | +39.2% | -9.6% | +48.9% | +40.6% |
| 3M | +21.2% | -12.4% | +33.6% | +22.5% |
| 6M | +14.5% | -10.5% | +24.9% | +13.2% |
| YTD | -5.4% | +54.8% | -60.2% | -16.3% |
| 1Y | -0.3% | +79.4% | -79.7% | -14.3% |
| 3Y | -46.8% | +109.6% | -156.4% | -58.8% |
| 5Y | -36.2% | +40.4% | -76.6% | -49.1% |
| 10Y | +26.4% | +1,379.1% | -1,352.7% | -39.7% |
| All | +26.4% | +1,398.6% | -1,372.2% | -39.7% |
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