+1,815.1%
LSCC vs GWRE
+129.6%
+1,685.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +0.4% | -30.9% | +31.4% | +13.7% |
| 30D | -9.5% | -20.7% | +11.2% | -3.7% |
| 3M | -13.8% | +20.2% | -33.9% | -25.8% |
| 6M | +24.5% | -11.9% | +36.3% | +19.0% |
| YTD | +55.1% | -30.3% | +85.4% | +64.0% |
| 1Y | +72.5% | -44.6% | +117.1% | +105.5% |
| 3Y | +24.5% | +48.8% | -24.3% | -22.3% |
| 5Y | +81.8% | +14.8% | +67.0% | +27.4% |
| All | +1,815.1% | +129.6% | +1,685.5% | +941.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling