-20.1%
GIS vs LSCC
+75.5%
-95.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.4% |
| 7D | -8.3% | +5.2% | -13.5% | -7.7% |
| 30D | +2.2% | -9.6% | +11.8% | +1.2% |
| 3M | +15.7% | -17.8% | +33.5% | +14.2% |
| 6M | -12.0% | +37.4% | -49.4% | -11.0% |
| YTD | -15.0% | +59.7% | -74.6% | -12.2% |
| 1Y | -20.1% | +76.2% | -96.3% | -18.4% |
| All | -20.1% | +75.5% | -95.6% | -18.4% |
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