+149.9%
IBM vs LSCC
+1,398.6%
-1,248.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -8.0% | -0.5% |
| 7D | -2.5% | +19.3% | -21.9% | -4.7% |
| 30D | +8.4% | -9.6% | +18.0% | +9.2% |
| 3M | +4.5% | -12.4% | +16.9% | +5.3% |
| 6M | +7.9% | -10.5% | +18.3% | +7.1% |
| YTD | -15.2% | +54.8% | -70.0% | -23.0% |
| 1Y | -17.6% | +79.4% | -97.0% | -26.9% |
| 3Y | +82.1% | +109.6% | -27.5% | +51.1% |
| 5Y | +143.3% | +40.4% | +103.0% | +105.7% |
| 10Y | +149.9% | +1,379.1% | -1,229.2% | +21.6% |
| All | +149.9% | +1,398.6% | -1,248.6% | +21.6% |
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