+75.7%
LSCC vs GWRE
-25.4%
+101.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -19.9% | +21.9% | -0.4% |
| 7D | +1.3% | -21.1% | +22.4% | -1.3% |
| 30D | -9.7% | +1.3% | -11.0% | -9.1% |
| 3M | -23.7% | +7.4% | -31.2% | -21.0% |
| 6M | +26.5% | +5.6% | +20.9% | +30.8% |
| YTD | +57.5% | -19.2% | +76.7% | +67.3% |
| 1Y | +75.7% | -25.1% | +100.8% | +89.4% |
| All | +75.7% | -25.4% | +101.1% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling