+52.5%
IJH vs LSCC
+27.3%
+25.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +1.0% | +5.2% | -4.2% | 0.0% |
| 30D | -3.1% | -9.6% | +6.5% | -1.3% |
| 3M | +1.9% | -17.8% | +19.7% | +4.9% |
| 6M | +11.0% | +37.4% | -26.4% | +2.0% |
| YTD | +14.7% | +59.7% | -44.9% | +1.5% |
| 1Y | +15.6% | +76.2% | -60.6% | -0.4% |
| 3Y | +52.5% | +28.2% | +24.4% | +28.7% |
| All | +52.5% | +27.3% | +25.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling