+1,002.7%
LSCC vs IAG
+308.0%
+694.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.8% | -8.6% |
| 7D | -4.8% | +4.5% | -9.4% | -5.4% |
| 30D | -27.1% | -5.7% | -21.4% | -26.5% |
| 3M | -23.6% | +10.1% | -33.7% | -24.8% |
| 6M | -19.8% | +7.3% | -27.1% | -20.9% |
| YTD | +33.2% | +6.1% | +27.1% | +30.9% |
| 1Y | +55.2% | +46.8% | +8.4% | +46.2% |
| 3Y | +70.1% | +573.1% | -503.0% | +27.7% |
| 5Y | +19.5% | +477.6% | -458.0% | -12.4% |
| 10Y | +1,164.9% | +315.7% | +849.2% | +779.1% |
| All | +1,002.7% | +308.0% | +694.7% | +575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling