+343.1%
LSCC vs IBB
+554.8%
-211.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.0% | -3.6% | -4.0% |
| 7D | -4.8% | -3.6% | -1.2% | -1.4% |
| 30D | -27.1% | +3.4% | -30.5% | -29.4% |
| 3M | -23.6% | +9.5% | -33.1% | -30.7% |
| 6M | -19.8% | +23.3% | -43.1% | -35.1% |
| YTD | +33.2% | +24.5% | +8.7% | +7.1% |
| 1Y | +55.2% | +32.9% | +22.3% | +17.5% |
| 3Y | +70.1% | +76.6% | -6.5% | +1.5% |
| 5Y | +19.5% | +35.5% | -16.0% | -6.6% |
| 10Y | +1,164.9% | +156.7% | +1,008.2% | +451.2% |
| All | +343.1% | +554.8% | -211.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling