+5.5%
IYR vs LSCC
+82.7%
-77.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -1.2% | +1.3% | -2.6% | -1.4% |
| 30D | -2.9% | -9.7% | +6.8% | -1.8% |
| 3M | +0.8% | -23.7% | +24.5% | +3.2% |
| 6M | +1.9% | +26.5% | -24.6% | -3.2% |
| YTD | +9.6% | +57.5% | -47.9% | +0.6% |
| 1Y | +8.1% | +75.7% | -67.6% | -3.0% |
| 3Y | +29.2% | +19.5% | +9.7% | +19.5% |
| All | +5.5% | +82.7% | -77.3% | -16.2% |
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