-17.4%
GIS vs LSCC
+57.8%
-75.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.4% |
| 7D | +8.5% | +3.0% | +5.5% | +9.2% |
| 30D | +15.3% | -19.3% | +34.6% | +12.8% |
| 3M | +0.9% | -22.3% | +23.2% | -1.1% |
| 6M | +7.9% | -14.6% | +22.5% | +6.4% |
| YTD | -17.6% | +45.8% | -63.3% | -15.2% |
| 1Y | -17.4% | +69.6% | -87.0% | -15.0% |
| All | -17.4% | +57.8% | -75.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling