+551.3%
GWW vs LSCC
+1,791.9%
-1,240.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -2.9% |
| 7D | -1.5% | +5.2% | -6.7% | -2.3% |
| 30D | +1.1% | -9.6% | +10.8% | +2.6% |
| 3M | -1.0% | -17.8% | +16.8% | +1.1% |
| 6M | +16.3% | +37.4% | -21.1% | +8.1% |
| YTD | +28.5% | +59.7% | -31.2% | +16.0% |
| 1Y | +30.3% | +76.2% | -46.0% | +15.1% |
| 3Y | +91.6% | +28.2% | +63.4% | +70.7% |
| 5Y | +224.0% | +87.2% | +136.8% | +157.4% |
| 10Y | +551.3% | +1,795.0% | -1,243.7% | +249.3% |
| All | +551.3% | +1,791.9% | -1,240.6% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling