+336.0%
IR vs LSCC
+1,651.4%
-1,315.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -3.6% |
| 7D | +1.1% | +14.5% | -13.4% | -2.7% |
| 30D | +7.6% | -0.1% | +7.6% | +6.7% |
| 3M | +0.1% | -2.7% | +2.8% | -0.6% |
| 6M | +14.0% | -4.8% | +18.8% | +11.7% |
| YTD | +7.5% | +66.9% | -59.4% | -10.9% |
| 1Y | +10.1% | +85.8% | -75.7% | -11.5% |
| 3Y | +24.9% | +115.6% | -90.7% | -9.8% |
| 5Y | +46.9% | +48.8% | -1.9% | +9.8% |
| All | +336.0% | +1,651.4% | -1,315.4% | +68.5% |
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