+205.7%
GLW vs LSCC
+18.7%
+187.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.6% | -4.3% | -9.6% |
| 7D | -19.7% | -4.8% | -14.9% | -18.3% |
| 30D | -38.8% | -27.1% | -11.7% | -31.1% |
| 3M | -33.9% | -23.6% | -10.3% | -26.5% |
| 6M | -36.0% | -19.8% | -16.2% | -28.5% |
| YTD | +18.7% | +33.2% | -14.5% | +15.9% |
| 1Y | +19.8% | +55.2% | -35.4% | +12.6% |
| 3Y | +294.3% | +70.1% | +224.2% | +238.7% |
| 5Y | +205.7% | +19.5% | +186.2% | +159.7% |
| All | +205.7% | +18.7% | +187.0% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling