+41.1%
IJR vs LSCC
+85.6%
-44.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +0.9% | +5.2% | -4.3% | -0.3% |
| 30D | -3.1% | -9.6% | +6.5% | -1.0% |
| 3M | +4.4% | -17.8% | +22.2% | +7.9% |
| 6M | +16.1% | +37.4% | -21.3% | +4.7% |
| YTD | +20.6% | +59.7% | -39.1% | +3.8% |
| 1Y | +22.9% | +76.2% | -53.4% | +2.4% |
| 3Y | +55.2% | +28.2% | +27.0% | +32.0% |
| 5Y | +41.1% | +87.2% | -46.1% | -1.0% |
| All | +41.1% | +85.6% | -44.5% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling