+14.8%
IGV vs LSCC
+33.9%
-19.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.2% |
| 7D | +2.3% | +7.0% | -4.6% | +0.3% |
| 30D | -6.0% | -2.3% | -3.7% | -6.3% |
| 3M | -4.8% | -12.5% | +7.7% | -3.0% |
| 6M | +14.2% | -10.6% | +24.8% | +13.0% |
| YTD | -4.2% | +52.7% | -56.9% | -21.9% |
| 1Y | -5.3% | +74.0% | -79.2% | -26.2% |
| 3Y | +38.8% | +104.8% | -66.0% | -7.7% |
| All | +14.8% | +33.9% | -19.1% | -18.2% |
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