+122.7%
LSCC vs FGI
-70.4%
+193.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -9.7% | +65.4% | -75.1% | -13.0% |
| 3M | -23.7% | +23.5% | -47.2% | -25.8% |
| 6M | +26.5% | +60.5% | -34.0% | +19.3% |
| YTD | +57.5% | +30.0% | +27.5% | +49.6% |
| 1Y | +75.7% | +82.1% | -6.4% | +60.0% |
| 3Y | +19.5% | -4.4% | +23.8% | +10.0% |
| All | +122.7% | -70.4% | +193.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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