+23.5%
IGV vs LSCC
+82.7%
-59.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.8% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | +3.2% | -9.7% | +12.9% | +5.8% |
| 3M | +4.5% | -23.7% | +28.2% | +10.6% |
| 6M | +22.1% | +26.5% | -4.4% | +9.2% |
| YTD | -1.0% | +57.5% | -58.6% | -18.7% |
| 1Y | -2.1% | +75.7% | -77.8% | -23.1% |
| 3Y | +44.6% | +19.5% | +25.1% | +21.7% |
| All | +23.5% | +82.7% | -59.2% | -22.4% |
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