-21.1%
GIS vs LSCC
+1,943.7%
-1,964.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.3% |
| 7D | -6.4% | +3.3% | -9.7% | -6.3% |
| 30D | -6.1% | -7.4% | +1.3% | -6.1% |
| 3M | +7.8% | -16.2% | +24.0% | +7.8% |
| 6M | -8.8% | +31.9% | -40.7% | -9.1% |
| YTD | -19.1% | +62.8% | -81.9% | -19.5% |
| 1Y | -24.8% | +81.4% | -106.2% | -25.2% |
| 3Y | -37.6% | +33.1% | -70.6% | -37.9% |
| 5Y | -25.4% | +90.8% | -116.2% | -27.1% |
| All | -21.1% | +1,943.7% | -1,964.8% | -24.9% |
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