+217.7%
GWW vs LSCC
+26.3%
+191.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.9% | -1.7% |
| 7D | +6.0% | +13.0% | -7.0% | +4.2% |
| 30D | +14.0% | -19.8% | +33.8% | +16.9% |
| 3M | +12.5% | -18.4% | +30.9% | +14.8% |
| 6M | +23.6% | -16.1% | +39.8% | +24.1% |
| YTD | +43.6% | +42.7% | +0.9% | +31.9% |
| 1Y | +52.5% | +68.0% | -15.5% | +36.4% |
| 3Y | +92.6% | +85.8% | +6.7% | +62.4% |
| All | +217.7% | +26.3% | +191.3% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling