+142.1%
IBM vs LSCC
+18.7%
+123.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -2.2% |
| 7D | -4.3% | -4.8% | +0.5% | -4.1% |
| 30D | +11.7% | -27.1% | +38.8% | +14.0% |
| 3M | +5.5% | -23.6% | +29.1% | +7.1% |
| 6M | +9.5% | -19.8% | +29.3% | +9.6% |
| YTD | -14.9% | +33.2% | -48.1% | -19.9% |
| 1Y | -17.4% | +55.2% | -72.6% | -23.7% |
| 3Y | +83.3% | +70.1% | +13.2% | +62.1% |
| 5Y | +142.1% | +19.5% | +122.5% | +111.1% |
| All | +142.1% | +18.7% | +123.4% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling