+36.5%
GLW vs LSCC
+83.2%
-46.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.4% | -2.9% | -0.9% |
| 7D | +1.4% | +14.5% | -13.0% | -8.8% |
| 30D | -18.2% | -0.1% | -18.2% | -18.9% |
| 3M | -24.2% | -2.7% | -21.5% | -22.6% |
| 6M | -41.7% | -4.8% | -36.9% | -37.5% |
| YTD | +38.3% | +66.9% | -28.6% | +7.1% |
| All | +36.5% | +83.2% | -46.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling