-33.8%
GIS vs LSCC
+33.9%
-67.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +2.1% |
| 7D | -3.4% | +7.0% | -10.3% | -2.9% |
| 30D | +6.9% | -2.3% | +9.2% | +7.2% |
| 3M | -10.1% | -12.5% | +2.4% | -10.1% |
| 6M | +5.9% | -10.6% | +16.4% | +6.0% |
| YTD | -21.1% | +52.7% | -73.8% | -20.1% |
| 1Y | -22.5% | +74.0% | -96.5% | -21.3% |
| 3Y | -39.0% | +104.8% | -143.8% | -37.7% |
| All | -33.8% | +33.9% | -67.7% | -33.7% |
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