+81.4%
LSCC vs GWRE
-44.7%
+126.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +5.0% |
| 7D | +3.3% | -13.2% | +16.6% | +1.4% |
| 30D | -7.4% | -18.6% | +11.2% | -9.3% |
| 3M | -16.2% | +18.9% | -35.1% | -15.0% |
| 6M | +31.9% | -11.0% | +42.8% | +36.0% |
| YTD | +62.8% | -29.9% | +92.7% | +78.5% |
| 1Y | +81.4% | -44.3% | +125.7% | +121.5% |
| All | +81.4% | -44.7% | +126.1% | +121.5% |
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