+67.4%
IOT vs LSCC
+48.9%
+18.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +2.0% |
| 7D | +0.9% | +7.0% | -6.1% | -1.7% |
| 30D | +1.4% | -2.3% | +3.7% | +0.6% |
| 3M | +0.5% | -12.5% | +13.1% | +2.2% |
| 6M | +50.3% | -10.6% | +60.9% | +43.9% |
| YTD | +16.7% | +52.7% | -36.0% | -17.5% |
| 1Y | +6.8% | +74.0% | -67.2% | -29.2% |
| 3Y | +75.5% | +104.8% | -29.3% | -9.7% |
| All | +67.4% | +48.9% | +18.5% | -5.7% |
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