+5.4%
IYR vs LSCC
+33.9%
-28.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.7% |
| 7D | +0.6% | +7.0% | -6.4% | -0.3% |
| 30D | +6.6% | -2.3% | +8.9% | +6.3% |
| 3M | -1.8% | -12.5% | +10.7% | -1.0% |
| 6M | +1.4% | -10.6% | +12.0% | +0.8% |
| YTD | +10.5% | +52.7% | -42.2% | +1.0% |
| 1Y | +10.6% | +74.0% | -63.3% | -0.9% |
| 3Y | +41.8% | +104.8% | -63.0% | +17.6% |
| All | +5.4% | +33.9% | -28.5% | -11.0% |
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 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