+1,635.0%
LSCC vs GWRE
+869.7%
+765.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -19.9% | +21.9% | +8.9% |
| 7D | +1.3% | -21.1% | +22.4% | +8.6% |
| 30D | -9.7% | +1.3% | -11.0% | -12.0% |
| 3M | -23.7% | +7.4% | -31.2% | -29.3% |
| 6M | +26.5% | +5.6% | +20.9% | +13.8% |
| YTD | +57.5% | -19.2% | +76.7% | +56.9% |
| 1Y | +75.7% | -25.1% | +100.8% | +78.3% |
| 3Y | +19.5% | +87.7% | -68.2% | -23.5% |
| 5Y | +83.8% | +32.0% | +51.7% | +35.1% |
| 10Y | +1,772.4% | +157.8% | +1,614.6% | +986.8% |
| All | +1,635.0% | +869.7% | +765.4% | +678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling