+179.7%
IJH vs LSCC
+1,870.1%
-1,690.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -3.8% | -10.0% | +6.2% | -1.6% |
| 3M | 0.0% | -16.1% | +16.1% | +3.0% |
| 6M | +8.8% | +27.4% | -18.6% | +0.2% |
| YTD | +13.5% | +56.9% | -43.4% | -1.4% |
| 1Y | +15.4% | +74.6% | -59.2% | -3.0% |
| 3Y | +50.9% | +26.0% | +25.0% | +29.1% |
| 5Y | +47.8% | +86.1% | -38.3% | +8.4% |
| All | +179.7% | +1,870.1% | -1,690.4% | +27.6% |
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