+22.6%
IJR vs LSCC
+74.7%
-52.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -3.6% | -10.0% | +6.4% | -2.1% |
| 3M | +2.3% | -16.1% | +18.4% | +4.3% |
| 6M | +14.3% | +27.4% | -13.0% | +7.3% |
| YTD | +19.3% | +56.9% | -37.6% | +6.5% |
| 1Y | +22.6% | +74.6% | -52.0% | +6.2% |
| All | +22.6% | +74.7% | -52.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling