+658.9%
GWW vs LSCC
+1,398.6%
-739.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.8% | -0.6% |
| 7D | +5.3% | +19.3% | -14.1% | +2.2% |
| 30D | +12.4% | -9.6% | +22.1% | +13.6% |
| 3M | +13.7% | -12.4% | +26.1% | +15.0% |
| 6M | +18.0% | -10.5% | +28.5% | +17.4% |
| YTD | +44.6% | +54.8% | -10.2% | +29.8% |
| 1Y | +53.1% | +79.4% | -26.3% | +33.8% |
| 3Y | +90.2% | +109.6% | -19.4% | +54.2% |
| 5Y | +215.0% | +40.4% | +174.6% | +160.8% |
| 10Y | +658.9% | +1,379.1% | -720.2% | +283.1% |
| All | +658.9% | +1,398.6% | -739.6% | +283.1% |
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