+177.1%
IJH vs LSCC
+1,847.8%
-1,670.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -5.0% | -9.5% | +4.5% | -2.9% |
| 3M | +0.5% | -13.8% | +14.3% | +2.8% |
| 6M | +8.2% | +24.5% | -16.2% | +0.3% |
| YTD | +12.4% | +55.1% | -42.7% | -2.0% |
| 1Y | +14.4% | +72.5% | -58.1% | -3.6% |
| 3Y | +49.5% | +24.5% | +25.0% | +28.2% |
| 5Y | +47.8% | +81.8% | -34.0% | +9.0% |
| All | +177.1% | +1,847.8% | -1,670.7% | +26.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling