-36.9%
GIS vs LSCC
+81.4%
-118.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -2.1% |
| 7D | +3.6% | +13.0% | -9.4% | +4.5% |
| 30D | +13.9% | -19.8% | +33.7% | +12.9% |
| 3M | +0.3% | -18.4% | +18.7% | -0.2% |
| 6M | +5.0% | -16.1% | +21.1% | +4.5% |
| YTD | -18.4% | +42.7% | -61.1% | -18.0% |
| 1Y | -17.4% | +68.0% | -85.4% | -17.0% |
| 3Y | -36.9% | +85.8% | -122.8% | -36.0% |
| All | -36.9% | +81.4% | -118.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling