+21.2%
LSCC vs IBN
+32.1%
-10.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +1.3% | +1.4% | -0.1% | +0.7% |
| 30D | -9.7% | -0.3% | -9.3% | -9.6% |
| 3M | -23.7% | +17.1% | -40.8% | -29.3% |
| 6M | +26.5% | +3.4% | +23.1% | +23.3% |
| YTD | +57.5% | +2.5% | +55.0% | +54.0% |
| 1Y | +75.7% | -4.2% | +79.8% | +75.4% |
| All | +21.2% | +32.1% | -10.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling