+21.2%
LSCC vs IAG
+746.3%
-725.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -9.7% | +28.9% | -38.6% | -14.2% |
| 3M | -23.7% | +19.1% | -42.8% | -26.7% |
| 6M | +26.5% | -10.3% | +36.7% | +26.2% |
| YTD | +57.5% | +24.2% | +33.3% | +49.7% |
| 1Y | +75.7% | +116.5% | -40.8% | +54.9% |
| All | +21.2% | +746.3% | -725.1% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling