+147.3%
IBM vs LSCC
+1,351.6%
-1,204.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.6% |
| 7D | +1.6% | +7.0% | -5.4% | +0.7% |
| 30D | +9.2% | -2.3% | +11.5% | +9.0% |
| 3M | +4.9% | -12.5% | +17.5% | +5.7% |
| 6M | +16.8% | -10.6% | +27.3% | +15.8% |
| YTD | -14.3% | +52.7% | -67.0% | -22.1% |
| 1Y | -16.7% | +74.0% | -90.7% | -25.9% |
| 3Y | +82.2% | +104.8% | -22.6% | +51.6% |
| 5Y | +149.9% | +36.2% | +113.7% | +112.0% |
| All | +147.3% | +1,351.6% | -1,204.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling