+343.0%
IGV vs LSCC
+1,244.7%
-901.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -2.1% |
| 7D | -5.2% | +13.0% | -18.1% | -8.6% |
| 30D | -10.0% | -19.8% | +9.8% | -5.1% |
| 3M | -0.5% | -18.4% | +17.9% | +3.5% |
| 6M | +12.6% | -16.1% | +28.7% | +13.5% |
| YTD | -6.4% | +42.7% | -49.2% | -21.5% |
| 1Y | -9.5% | +68.0% | -77.5% | -28.1% |
| 3Y | +41.7% | +85.8% | -44.2% | +0.4% |
| 5Y | +12.7% | +28.0% | -15.4% | -15.8% |
| All | +343.0% | +1,244.7% | -901.7% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling