+143.3%
IBM vs LSCC
+36.6%
+106.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -8.0% | -0.1% |
| 7D | -2.5% | +19.3% | -21.9% | -3.8% |
| 30D | +8.4% | -9.6% | +18.0% | +8.9% |
| 3M | +4.5% | -12.4% | +16.9% | +5.0% |
| 6M | +7.9% | -10.5% | +18.3% | +7.3% |
| YTD | -15.2% | +54.8% | -70.0% | -21.1% |
| 1Y | -17.6% | +79.4% | -97.0% | -24.7% |
| 3Y | +82.1% | +109.6% | -27.5% | +58.5% |
| 5Y | +143.3% | +40.4% | +103.0% | +108.9% |
| All | +143.3% | +36.6% | +106.8% | +108.9% |
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