+16.9%
IJH vs LSCC
+72.9%
-56.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -1.5% | -9.7% | +8.2% | +0.1% |
| 3M | +0.8% | -23.7% | +24.5% | +4.6% |
| 6M | +7.6% | +26.5% | -18.9% | +0.9% |
| YTD | +15.5% | +57.5% | -42.0% | +3.3% |
| 1Y | +16.9% | +75.7% | -58.8% | +2.3% |
| All | +16.9% | +72.9% | -56.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling