+1,236.1%
LSCC vs IAG
+365.5%
+870.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.2% | -0.1% | +6.2% |
| 7D | +13.0% | +21.4% | -8.5% | +10.2% |
| 30D | -19.8% | +4.0% | -23.9% | -20.2% |
| 3M | -18.4% | +17.0% | -35.4% | -20.1% |
| 6M | -16.1% | +1.4% | -17.5% | -16.6% |
| YTD | +42.7% | +13.8% | +29.0% | +39.5% |
| 1Y | +68.0% | +55.8% | +12.2% | +59.1% |
| 3Y | +85.8% | +647.4% | -561.6% | +47.4% |
| 5Y | +28.0% | +519.1% | -491.1% | -1.4% |
| All | +1,236.1% | +365.5% | +870.6% | +924.7% |
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