+36.9%
IQV vs LSCC
+99.6%
-62.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.5% |
| 7D | -2.5% | +7.0% | -9.4% | -3.5% |
| 30D | +1.2% | -2.3% | +3.5% | +1.0% |
| 3M | +9.8% | -12.5% | +22.3% | +10.8% |
| 6M | +53.8% | -10.6% | +64.4% | +51.2% |
| YTD | +17.6% | +52.7% | -35.1% | 0.0% |
| 1Y | +18.6% | +74.0% | -55.4% | -2.7% |
| 3Y | +36.9% | +104.8% | -67.9% | +0.3% |
| All | +36.9% | +99.6% | -62.7% | +0.3% |
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