+2,544.4%
IBM vs LSCC
+9,126.4%
-6,582.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -1.6% |
| 7D | -4.3% | -4.8% | +0.5% | -3.8% |
| 30D | +11.7% | -27.1% | +38.8% | +16.5% |
| 3M | +5.5% | -23.6% | +29.1% | +8.8% |
| 6M | +9.5% | -19.8% | +29.3% | +10.4% |
| YTD | -14.9% | +33.2% | -48.1% | -21.7% |
| 1Y | -17.4% | +55.2% | -72.6% | -25.9% |
| 3Y | +83.3% | +70.1% | +13.2% | +55.0% |
| 5Y | +142.1% | +19.5% | +122.5% | +106.9% |
| 10Y | +157.2% | +1,164.9% | -1,007.7% | +40.7% |
| All | +2,544.4% | +9,126.4% | -6,582.0% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling