+1,075.9%
IJH vs LSCC
+341.5%
+734.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | -1.5% | -9.7% | +8.2% | +0.7% |
| 3M | +0.8% | -23.7% | +24.5% | +5.8% |
| 6M | +7.6% | +26.5% | -18.9% | -0.4% |
| YTD | +15.5% | +57.5% | -42.0% | +0.9% |
| 1Y | +16.9% | +75.7% | -58.8% | -1.0% |
| 3Y | +48.1% | +19.5% | +28.6% | +29.1% |
| 5Y | +47.8% | +83.8% | -35.9% | +11.7% |
| 10Y | +178.6% | +1,772.4% | -1,593.8% | +14.6% |
| All | +1,075.9% | +341.5% | +734.3% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling