+410.2%
GLW vs LSCC
+20.0%
+390.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | -1.3% | -9.7% | +8.3% | +3.0% |
| 3M | -21.8% | -23.7% | +1.9% | -12.1% |
| 6M | +6.9% | +26.5% | -19.6% | +3.8% |
| YTD | +77.2% | +57.5% | +19.6% | +63.3% |
| 1Y | +123.2% | +75.7% | +47.6% | +100.6% |
| All | +410.2% | +20.0% | +390.2% | +341.5% |
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