+169.3%
IJH vs LSCC
+1,351.6%
-1,182.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +1.2% |
| 7D | +2.3% | +7.0% | -4.7% | +0.5% |
| 30D | +2.1% | -2.3% | +4.4% | +1.7% |
| 3M | -5.7% | -12.5% | +6.9% | -4.0% |
| 6M | +1.4% | -10.6% | +12.0% | +1.1% |
| YTD | +12.6% | +52.7% | -40.0% | -3.0% |
| 1Y | +16.1% | +74.0% | -57.8% | -3.4% |
| 3Y | +57.8% | +104.8% | -47.0% | +17.9% |
| 5Y | +36.8% | +36.2% | +0.5% | +6.4% |
| All | +169.3% | +1,351.6% | -1,182.2% | +20.4% |
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 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