-18.0%
GIS vs LSCC
+1,398.6%
-1,416.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.4% | -10.2% | -1.6% |
| 7D | +0.4% | +19.3% | -19.0% | +0.7% |
| 30D | +10.1% | -9.6% | +19.7% | +10.1% |
| 3M | -3.7% | -12.4% | +8.8% | -3.6% |
| 6M | +4.3% | -10.5% | +14.7% | +4.3% |
| YTD | -19.8% | +54.8% | -74.6% | -20.2% |
| 1Y | -20.5% | +79.4% | -99.8% | -20.9% |
| 3Y | -38.3% | +109.6% | -147.9% | -39.1% |
| 5Y | -32.2% | +40.4% | -72.5% | -33.0% |
| 10Y | -18.0% | +1,379.1% | -1,397.1% | -22.2% |
| All | -18.0% | +1,398.6% | -1,416.5% | -22.2% |
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 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