+423.8%
LSCC vs IBB
+560.8%
-137.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.8% |
| 7D | +1.3% | +1.4% | -0.1% | 0.0% |
| 30D | -9.7% | +10.5% | -20.2% | -18.4% |
| 3M | -23.7% | +23.6% | -47.3% | -38.0% |
| 6M | +26.5% | +22.6% | +3.9% | +3.8% |
| YTD | +57.5% | +25.7% | +31.8% | +26.1% |
| 1Y | +75.7% | +51.4% | +24.3% | +18.4% |
| 3Y | +19.5% | +64.4% | -44.9% | -23.8% |
| 5Y | +83.8% | +22.1% | +61.6% | +57.7% |
| 10Y | +1,772.4% | +132.5% | +1,639.9% | +787.7% |
| All | +423.8% | +560.8% | -137.0% | -20.3% |
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