+1,351.6%
LSCC vs GWRE
+167.6%
+1,184.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | +7.0% | -2.0% | +9.0% | +7.8% |
| 30D | -2.3% | -4.1% | +1.8% | -2.1% |
| 3M | -12.5% | -13.4% | +0.8% | -11.7% |
| 6M | -10.6% | +26.0% | -36.6% | -27.0% |
| YTD | +52.7% | -21.3% | +74.0% | +51.0% |
| 1Y | +74.0% | -27.5% | +101.5% | +79.4% |
| 3Y | +104.8% | +72.7% | +32.1% | +18.3% |
| 5Y | +36.2% | +26.4% | +9.9% | -9.5% |
| All | +1,351.6% | +167.6% | +1,184.0% | +621.9% |
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