+212.6%
GLW vs LSCC
+26.3%
+186.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.1% |
| 7D | -13.9% | +13.0% | -26.9% | -17.8% |
| 30D | -35.0% | -19.8% | -15.2% | -29.5% |
| 3M | -32.4% | -18.4% | -14.0% | -26.7% |
| 6M | -41.3% | -16.1% | -25.2% | -35.9% |
| YTD | +21.8% | +42.7% | -20.9% | +15.8% |
| 1Y | +21.8% | +68.0% | -46.2% | +11.2% |
| 3Y | +307.7% | +85.8% | +221.8% | +239.2% |
| All | +212.6% | +26.3% | +186.3% | +159.9% |
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