+82.0%
LSCC vs IBB
+22.5%
+59.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +3.1% |
| 7D | +1.3% | +1.4% | -0.1% | -0.4% |
| 30D | -9.7% | +10.5% | -20.2% | -21.1% |
| 3M | -23.7% | +23.6% | -47.3% | -42.4% |
| 6M | +26.5% | +22.6% | +3.9% | -3.5% |
| YTD | +57.5% | +25.7% | +31.8% | +16.0% |
| 1Y | +75.7% | +51.4% | +24.3% | +1.7% |
| 3Y | +19.5% | +64.4% | -44.9% | -37.3% |
| All | +82.0% | +22.5% | +59.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling