+92.6%
GWW vs LSCC
+81.4%
+11.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.9% | -1.6% |
| 7D | +6.0% | +13.0% | -7.0% | +4.4% |
| 30D | +14.0% | -19.8% | +33.8% | +16.6% |
| 3M | +12.5% | -18.4% | +30.9% | +14.5% |
| 6M | +23.6% | -16.1% | +39.8% | +24.0% |
| YTD | +43.6% | +42.7% | +0.9% | +32.1% |
| 1Y | +52.5% | +68.0% | -15.5% | +36.8% |
| 3Y | +92.6% | +85.8% | +6.7% | +63.5% |
| All | +92.6% | +81.4% | +11.2% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling