+516.2%
GLW vs LSCC
+1,348.6%
-832.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | -11.1% | +5.0% | -16.1% | -12.4% |
| 30D | -28.4% | -11.7% | -16.7% | -25.3% |
| 3M | -28.8% | -13.3% | -15.5% | -24.8% |
| 6M | -39.8% | -12.5% | -27.3% | -35.5% |
| YTD | +28.7% | +51.2% | -22.5% | +18.0% |
| 1Y | +27.7% | +65.9% | -38.2% | +14.1% |
| 3Y | +331.3% | +95.3% | +236.0% | +242.2% |
| 5Y | +233.4% | +38.6% | +194.8% | +171.7% |
| All | +516.2% | +1,348.6% | -832.4% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling