+28.2%
LSCC vs GWRE
+66.3%
-38.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +2.0% |
| 7D | +5.2% | -25.6% | +30.8% | +7.3% |
| 30D | -9.6% | -12.2% | +2.6% | -9.4% |
| 3M | -17.8% | +17.7% | -35.5% | -21.4% |
| 6M | +37.4% | -11.3% | +48.8% | +38.7% |
| YTD | +59.7% | -25.5% | +85.2% | +69.4% |
| 1Y | +76.2% | -42.8% | +119.1% | +104.2% |
| 3Y | +28.2% | +59.0% | -30.8% | -2.2% |
| All | +28.2% | +66.3% | -38.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling