+18.5%
IP vs LSCC
+85.2%
-66.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.3% |
| 7D | +3.4% | +3.0% | +0.4% | +2.6% |
| 30D | +11.2% | -19.3% | +30.5% | +14.9% |
| 3M | -14.8% | -22.3% | +7.5% | -11.8% |
| 6M | +17.3% | -14.6% | +31.9% | +17.6% |
| YTD | -6.2% | +45.8% | -51.9% | -16.7% |
| 1Y | +2.3% | +69.6% | -67.3% | -12.1% |
| All | +18.5% | +85.2% | -66.7% | -11.4% |
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