-19.3%
GIS vs LSCC
+73.4%
-92.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.4% | -10.2% | -0.4% |
| 7D | +0.4% | +19.3% | -19.0% | +3.6% |
| 30D | +10.1% | -9.6% | +19.7% | +9.7% |
| 3M | -3.7% | -12.4% | +8.8% | -3.8% |
| 6M | +4.3% | -10.5% | +14.7% | +3.9% |
| YTD | -19.8% | +54.8% | -74.6% | -16.5% |
| All | -19.3% | +73.4% | -92.8% | -16.3% |
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