+1,341.1%
LSCC vs IBB
+132.2%
+1,208.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.2% |
| 7D | +5.0% | +0.8% | +4.2% | +4.6% |
| 30D | -11.7% | +5.2% | -16.9% | -16.0% |
| 3M | -13.3% | +8.6% | -21.9% | -21.3% |
| 6M | -12.5% | +27.8% | -40.4% | -33.5% |
| YTD | +51.2% | +28.8% | +22.4% | +14.4% |
| 1Y | +65.9% | +36.4% | +29.5% | +18.1% |
| 3Y | +95.3% | +89.3% | +6.0% | +1.4% |
| 5Y | +38.6% | +43.3% | -4.7% | -4.1% |
| All | +1,341.1% | +132.2% | +1,208.9% | +625.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling