+700.6%
IYR vs LSCC
+207.5%
+493.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | -1.2% | +1.3% | -2.6% | -1.5% |
| 30D | -2.9% | -9.7% | +6.8% | -1.3% |
| 3M | +0.8% | -23.7% | +24.5% | +4.1% |
| 6M | +1.9% | +26.5% | -24.6% | -4.5% |
| YTD | +9.6% | +57.5% | -47.9% | -1.7% |
| 1Y | +8.1% | +75.7% | -67.6% | -5.6% |
| 3Y | +29.2% | +19.5% | +9.7% | +14.6% |
| 5Y | +4.3% | +83.8% | -79.5% | -18.1% |
| 10Y | +64.7% | +1,772.4% | -1,707.7% | -21.9% |
| All | +700.6% | +207.5% | +493.0% | +172.3% |
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