+1,352.3%
LSCC vs IAG
+336.8%
+1,015.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -1.5% |
| 7D | +5.0% | +16.8% | -11.8% | +3.0% |
| 30D | -11.7% | -1.5% | -10.3% | -11.5% |
| 3M | -13.3% | +0.5% | -13.8% | -13.4% |
| 6M | -12.5% | -1.0% | -11.6% | -12.8% |
| YTD | +51.2% | +12.3% | +38.9% | +48.1% |
| 1Y | +65.9% | +39.2% | +26.6% | +58.9% |
| 3Y | +95.3% | +712.3% | -616.9% | +53.5% |
| 5Y | +38.6% | +484.2% | -445.6% | +7.0% |
| 10Y | +1,352.3% | +382.3% | +970.1% | +1,009.1% |
| All | +1,352.3% | +336.8% | +1,015.6% | +1,009.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling