+74.0%
LSCC vs GWRE
-28.5%
+102.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.7% |
| 7D | +7.0% | -2.0% | +9.0% | +6.5% |
| 30D | -2.3% | -4.1% | +1.8% | -2.8% |
| 3M | -12.5% | -13.4% | +0.8% | -13.3% |
| 6M | -10.6% | +26.0% | -36.6% | -5.6% |
| YTD | +52.7% | -21.3% | +74.0% | +68.3% |
| 1Y | +74.0% | -27.5% | +101.5% | +100.7% |
| All | +74.0% | -28.5% | +102.5% | +100.7% |
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