+69.6%
LSCC vs IAG
+56.5%
+13.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.2% | -9.0% | -2.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | -19.3% | -5.3% | -14.0% | -18.0% |
| 3M | -22.3% | +18.0% | -40.3% | -26.9% |
| 6M | -14.6% | +7.1% | -21.7% | -17.5% |
| YTD | +45.8% | +5.9% | +39.8% | +42.6% |
| 1Y | +69.6% | +59.4% | +10.2% | +53.3% |
| All | +69.6% | +56.5% | +13.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling