-16.1%
IP vs LSCC
+82.7%
-98.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | +11.2% | -23.7% | +34.9% | +15.5% |
| 6M | -10.2% | +26.5% | -36.7% | -16.2% |
| YTD | -2.0% | +57.5% | -59.5% | -12.7% |
| 1Y | -19.1% | +75.7% | -94.8% | -29.9% |
| 3Y | +20.9% | +19.5% | +1.4% | +6.5% |
| All | -16.1% | +82.7% | -98.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling