-5.9%
IBM vs LSCC
+73.1%
-79.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.2% |
| 30D | +0.3% | -9.7% | +9.9% | -0.3% |
| 3M | -21.6% | -23.7% | +2.1% | -22.0% |
| 6M | -4.7% | +26.5% | -31.2% | -5.9% |
| YTD | -19.1% | +57.5% | -76.6% | -21.8% |
| All | -5.9% | +73.1% | -79.0% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling