+735.8%
IVV vs LSCC
+230.9%
+504.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.6% | +4.2% | -2.7% |
| 7D | -4.8% | -4.8% | +0.1% | -4.0% |
| 30D | -5.9% | -27.1% | +21.2% | -0.4% |
| 3M | -4.5% | -23.6% | +19.1% | -0.3% |
| 6M | +1.8% | -19.8% | +21.7% | +4.0% |
| YTD | +8.4% | +33.2% | -24.9% | -1.1% |
| 1Y | +9.4% | +55.2% | -45.8% | -3.4% |
| 3Y | +75.3% | +70.1% | +5.2% | +44.2% |
| 5Y | +67.8% | +19.5% | +48.3% | +41.8% |
| 10Y | +314.2% | +1,164.9% | -850.7% | +106.4% |
| All | +735.8% | +230.9% | +504.9% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling