+69.6%
LSCC vs GWRE
-24.5%
+94.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.7% | +2.4% |
| 7D | +3.0% | +2.2% | +0.7% | +3.5% |
| 30D | -19.3% | +4.5% | -23.8% | -18.4% |
| 3M | -22.3% | +6.4% | -28.7% | -20.2% |
| 6M | -14.6% | +18.8% | -33.4% | -8.6% |
| YTD | +45.8% | -15.1% | +60.9% | +63.4% |
| 1Y | +69.6% | -23.4% | +93.0% | +105.3% |
| All | +69.6% | -24.5% | +94.1% | +105.3% |
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