+64.0%
IJR vs LSCC
+104.5%
-40.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.5% | +1.3% |
| 7D | +0.2% | +19.3% | -19.2% | -3.5% |
| 30D | +3.0% | -9.6% | +12.7% | +4.5% |
| 3M | -4.5% | -12.4% | +7.9% | -2.9% |
| 6M | +3.1% | -10.5% | +13.6% | +2.9% |
| YTD | +18.9% | +54.8% | -35.9% | +3.3% |
| 1Y | +21.7% | +79.4% | -57.7% | +1.9% |
| 3Y | +64.0% | +109.6% | -45.5% | +18.6% |
| All | +64.0% | +104.5% | -40.5% | +18.6% |
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 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