+69.6%
LSCC vs IBB
+42.2%
+27.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | -0.4% |
| 7D | +3.0% | +2.2% | +0.7% | +1.5% |
| 30D | -19.3% | +6.3% | -25.6% | -22.4% |
| 3M | -22.3% | +16.3% | -38.6% | -31.7% |
| 6M | -14.6% | +30.0% | -44.6% | -33.4% |
| YTD | +45.8% | +31.1% | +14.6% | +12.0% |
| 1Y | +69.6% | +42.0% | +27.7% | +22.6% |
| All | +69.6% | +42.2% | +27.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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