+25.4%
IP vs LSCC
+1,155.2%
-1,129.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.3% |
| 7D | -5.0% | -4.8% | -0.1% | -4.4% |
| 30D | +6.5% | -27.1% | +33.6% | +12.4% |
| 3M | -18.0% | -23.6% | +5.6% | -14.7% |
| 6M | +10.3% | -19.8% | +30.1% | +12.1% |
| YTD | -9.9% | +33.2% | -43.1% | -18.4% |
| 1Y | -1.1% | +55.2% | -56.3% | -13.4% |
| 3Y | +13.0% | +70.1% | -57.1% | -8.1% |
| 5Y | -12.3% | +19.5% | -31.8% | -27.3% |
| All | +25.4% | +1,155.2% | -1,129.7% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling