+149.6%
IBM vs LSCC
+1,244.7%
-1,095.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -1.7% |
| 7D | -5.0% | +13.0% | -17.9% | -6.4% |
| 30D | +11.1% | -19.8% | +30.9% | +13.6% |
| 3M | +5.7% | -18.4% | +24.1% | +7.5% |
| 6M | +10.1% | -16.1% | +26.2% | +10.1% |
| YTD | -15.6% | +42.7% | -58.3% | -22.6% |
| 1Y | -19.5% | +68.0% | -87.5% | -28.1% |
| 3Y | +80.4% | +85.8% | -5.4% | +52.1% |
| 5Y | +140.0% | +28.0% | +112.0% | +105.2% |
| All | +149.6% | +1,244.7% | -1,095.1% | +21.4% |
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