+80.9%
IYR vs LSCC
+1,244.7%
-1,163.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.6% |
| 7D | +2.0% | +13.0% | -11.0% | +0.1% |
| 30D | +8.2% | -19.8% | +28.1% | +11.1% |
| 3M | -1.7% | -18.4% | +16.7% | +0.3% |
| 6M | -0.4% | -16.1% | +15.7% | -0.2% |
| YTD | +9.9% | +42.7% | -32.9% | +0.3% |
| 1Y | +10.4% | +68.0% | -57.6% | -1.9% |
| 3Y | +38.4% | +85.8% | -47.4% | +14.8% |
| 5Y | +5.2% | +28.0% | -22.8% | -11.3% |
| All | +80.9% | +1,244.7% | -1,163.8% | +2.5% |
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