+1,052.7%
IJH vs LSCC
+323.8%
+728.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | 0.0% | +5.0% | -5.0% | -1.2% |
| 30D | +1.0% | -11.7% | +12.7% | +3.1% |
| 3M | -4.1% | -13.3% | +9.2% | -2.2% |
| 6M | +0.7% | -12.5% | +13.3% | +1.1% |
| YTD | +13.2% | +51.2% | -38.0% | -1.2% |
| 1Y | +14.9% | +65.9% | -51.0% | -2.0% |
| 3Y | +58.4% | +95.3% | -37.0% | +22.7% |
| 5Y | +38.7% | +38.6% | +0.1% | +10.8% |
| 10Y | +177.9% | +1,352.3% | -1,174.4% | +20.5% |
| All | +1,052.7% | +323.8% | +728.9% | +270.7% |
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 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