+356.1%
GLW vs LSCC
+104.5%
+251.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.4% | +0.8% | +5.4% |
| 7D | -5.9% | +19.3% | -25.2% | -13.0% |
| 30D | -26.0% | -9.6% | -16.3% | -22.8% |
| 3M | -29.9% | -12.4% | -17.5% | -25.4% |
| 6M | -37.8% | -10.5% | -27.3% | -32.8% |
| YTD | +33.1% | +54.8% | -21.7% | +23.6% |
| 1Y | +36.8% | +79.4% | -42.6% | +22.7% |
| 3Y | +356.1% | +109.6% | +246.5% | +259.1% |
| All | +356.1% | +104.5% | +251.6% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling