+83.1%
IVV vs LSCC
+82.7%
+0.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | -9.7% | +9.7% | +2.0% |
| 3M | +2.0% | -23.7% | +25.7% | +6.5% |
| 6M | +13.0% | +26.5% | -13.4% | +5.3% |
| YTD | +13.6% | +57.5% | -43.9% | +0.2% |
| 1Y | +20.1% | +75.7% | -55.6% | +2.7% |
| 3Y | +77.6% | +19.5% | +58.1% | +57.4% |
| All | +83.1% | +82.7% | +0.3% | +31.6% |
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