+31.3%
IOT vs LSCC
+27.3%
+4.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +2.8% | +5.2% | -2.4% | +1.7% |
| 30D | -1.8% | -9.6% | +7.9% | +0.1% |
| 3M | +17.9% | -17.8% | +35.7% | +20.8% |
| 6M | +13.5% | +37.4% | -23.9% | -1.4% |
| YTD | +13.3% | +59.7% | -46.4% | -8.1% |
| 1Y | -3.3% | +76.2% | -79.5% | -24.2% |
| 3Y | +31.3% | +28.2% | +3.2% | +6.8% |
| All | +31.3% | +27.3% | +4.1% | +6.8% |
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 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