+81.9%
IBM vs LSCC
+69.3%
+12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -2.4% |
| 7D | -4.3% | -4.8% | +0.5% | -4.1% |
| 30D | +11.7% | -27.1% | +38.8% | +13.5% |
| 3M | +5.5% | -23.6% | +29.1% | +6.8% |
| 6M | +9.5% | -19.8% | +29.3% | +9.2% |
| YTD | -14.9% | +33.2% | -48.1% | -20.4% |
| 1Y | -17.4% | +55.2% | -72.6% | -24.4% |
| All | +81.9% | +69.3% | +12.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling