+3,012.0%
GLW vs LSCC
+9,126.4%
-6,114.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.6% | -4.3% | -10.5% |
| 7D | -19.7% | -4.8% | -14.9% | -18.6% |
| 30D | -38.8% | -27.1% | -11.7% | -33.0% |
| 3M | -33.9% | -23.6% | -10.3% | -28.2% |
| 6M | -36.0% | -19.8% | -16.2% | -30.5% |
| YTD | +18.7% | +33.2% | -14.5% | +12.6% |
| 1Y | +19.8% | +55.2% | -35.4% | +9.0% |
| 3Y | +294.3% | +70.1% | +224.2% | +227.4% |
| 5Y | +205.7% | +19.5% | +186.2% | +162.5% |
| 10Y | +493.8% | +1,164.9% | -671.2% | +148.6% |
| All | +3,012.0% | +9,126.4% | -6,114.3% | +656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling