+87.2%
LSCC vs GWRE
+22.2%
+65.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +3.8% |
| 7D | +5.2% | -25.6% | +30.8% | +13.7% |
| 30D | -9.6% | -12.2% | +2.6% | -8.0% |
| 3M | -17.8% | +17.7% | -35.5% | -27.1% |
| 6M | +37.4% | -11.3% | +48.8% | +33.9% |
| YTD | +59.7% | -25.5% | +85.2% | +68.2% |
| 1Y | +76.2% | -42.8% | +119.1% | +114.8% |
| 3Y | +28.2% | +59.0% | -30.8% | -29.3% |
| 5Y | +87.2% | +21.6% | +65.6% | +27.3% |
| All | +87.2% | +22.2% | +65.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling