-17.3%
GIS vs LSCC
+1,498.6%
-1,515.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -0.9% |
| 7D | -4.6% | +14.5% | -19.0% | -4.3% |
| 30D | +6.6% | -0.1% | +6.7% | +6.8% |
| 3M | -8.1% | -2.7% | -5.4% | -7.9% |
| 6M | +4.9% | -4.8% | +9.7% | +5.1% |
| YTD | -21.4% | +66.9% | -88.2% | -21.6% |
| 1Y | -21.6% | +85.8% | -107.5% | -21.9% |
| 3Y | -39.3% | +115.6% | -154.9% | -39.9% |
| 5Y | -33.2% | +48.8% | -82.0% | -33.9% |
| 10Y | -17.3% | +1,490.3% | -1,507.6% | -21.0% |
| All | -17.3% | +1,498.6% | -1,515.9% | -21.0% |
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 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