+1,488.6%
GIS vs LSCC
+10,808.2%
-9,319.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.5% |
| 7D | -7.8% | +1.3% | -9.2% | -7.9% |
| 30D | +6.6% | -9.7% | +16.2% | +6.9% |
| 3M | +21.0% | -23.7% | +44.7% | +21.7% |
| 6M | -9.1% | +26.5% | -35.6% | -10.4% |
| YTD | -13.6% | +57.5% | -71.1% | -15.7% |
| 1Y | -18.0% | +75.7% | -93.7% | -20.5% |
| 3Y | -33.7% | +19.5% | -53.1% | -35.5% |
| 5Y | -19.4% | +83.8% | -103.2% | -24.0% |
| 10Y | -21.3% | +1,772.4% | -1,793.6% | -34.6% |
| All | +1,488.6% | +10,808.2% | -9,319.7% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling