+96.0%
GWW vs LSCC
+20.0%
+75.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | +3.3% | -9.7% | +12.9% | +4.4% |
| 3M | +2.9% | -23.7% | +26.6% | +5.6% |
| 6M | +15.8% | +26.5% | -10.7% | +10.1% |
| YTD | +32.0% | +57.5% | -25.5% | +21.5% |
| 1Y | +29.9% | +75.7% | -45.8% | +17.3% |
| All | +96.0% | +20.0% | +75.9% | +77.1% |
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 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