+1,837.1%
LSCC vs GWRE
+133.1%
+1,703.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | +0.1% |
| 7D | +1.4% | -26.2% | +27.6% | +11.8% |
| 30D | -10.0% | -17.8% | +7.7% | -5.6% |
| 3M | -16.1% | +14.2% | -30.3% | -26.0% |
| 6M | +27.4% | -12.9% | +40.3% | +22.7% |
| YTD | +56.9% | -29.2% | +86.1% | +64.9% |
| 1Y | +74.6% | -44.4% | +119.0% | +108.0% |
| 3Y | +26.0% | +51.1% | -25.1% | -21.8% |
| 5Y | +86.1% | +16.5% | +69.6% | +29.6% |
| All | +1,837.1% | +133.1% | +1,703.9% | +947.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling