-47.4%
FISV vs LSCC
+81.4%
-128.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | 0.0% |
| 7D | +25.7% | +13.0% | +12.7% | +25.2% |
| 30D | +38.8% | -19.8% | +58.6% | +39.6% |
| 3M | +16.2% | -18.4% | +34.6% | +16.7% |
| 6M | +12.1% | -16.1% | +28.2% | +11.4% |
| YTD | -6.4% | +42.7% | -49.1% | -11.0% |
| 1Y | +2.0% | +68.0% | -66.0% | -4.2% |
| 3Y | -47.4% | +85.8% | -133.3% | -53.2% |
| All | -47.4% | +81.4% | -128.8% | -53.2% |
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