-18.0%
GIS vs LSCC
+82.7%
-100.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.4% |
| 7D | -7.8% | +1.3% | -9.2% | -7.8% |
| 30D | +6.6% | -9.7% | +16.2% | +6.2% |
| 3M | +21.0% | -23.7% | +44.7% | +20.3% |
| 6M | -9.1% | +26.5% | -35.6% | -8.6% |
| YTD | -13.6% | +57.5% | -71.1% | -12.8% |
| 1Y | -18.0% | +75.7% | -93.7% | -17.1% |
| 3Y | -33.7% | +19.5% | -53.1% | -33.3% |
| All | -18.0% | +82.7% | -100.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling