-56.9%
FISV vs LSCC
+24.1%
-81.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | -2.1% | -9.7% | +7.6% | -1.7% |
| 3M | -5.7% | -23.7% | +18.0% | -4.8% |
| 6M | -15.3% | +26.5% | -41.8% | -18.0% |
| YTD | -21.1% | +57.5% | -78.6% | -24.9% |
| 1Y | -61.1% | +75.7% | -136.8% | -63.4% |
| All | -56.9% | +24.1% | -81.0% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling