+2,413.6%
IBM vs LSCC
+10,808.2%
-8,394.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +0.3% | -9.7% | +9.9% | +1.7% |
| 3M | -21.6% | -23.7% | +2.1% | -19.4% |
| 6M | -4.7% | +26.5% | -31.2% | -10.2% |
| YTD | -19.1% | +57.5% | -76.6% | -26.8% |
| 1Y | -2.5% | +75.7% | -78.2% | -13.7% |
| 3Y | +74.2% | +19.5% | +54.7% | +56.4% |
| 5Y | +113.1% | +83.8% | +29.4% | +71.3% |
| 10Y | +133.5% | +1,772.4% | -1,638.8% | +20.6% |
| All | +2,413.6% | +10,808.2% | -8,394.6% | +665.1% |
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 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