+172.9%
IJH vs LSCC
+1,486.2%
-1,313.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.5% | -1.6% |
| 7D | +0.2% | +14.5% | -14.3% | -3.2% |
| 30D | +2.1% | -0.1% | +2.2% | +1.3% |
| 3M | -3.6% | -2.7% | -1.0% | -4.3% |
| 6M | +1.8% | -4.8% | +6.6% | +0.1% |
| YTD | +14.1% | +66.9% | -52.7% | -3.7% |
| 1Y | +15.9% | +85.8% | -70.0% | -5.0% |
| 3Y | +59.7% | +115.6% | -55.9% | +18.0% |
| 5Y | +39.1% | +48.8% | -9.7% | +6.0% |
| All | +172.9% | +1,486.2% | -1,313.3% | +19.5% |
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