+23.9%
IP vs LSCC
+20.0%
+3.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -10.9% | -9.7% | -1.2% | -9.4% |
| 3M | +11.2% | -23.7% | +34.9% | +15.3% |
| 6M | -10.2% | +26.5% | -36.7% | -16.3% |
| YTD | -2.0% | +57.5% | -59.5% | -12.8% |
| 1Y | -19.1% | +75.7% | -94.8% | -30.0% |
| All | +23.9% | +20.0% | +3.9% | +6.9% |
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