+116.6%
LSCC vs INDA
+17.0%
+99.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +21.2% | +3.1% | +18.2% | +17.3% |
| 30D | -1.9% | +9.1% | -11.0% | -11.3% |
| 3M | -8.1% | +3.2% | -11.3% | -11.3% |
| 6M | -5.2% | +8.5% | -13.7% | -13.2% |
| YTD | +61.5% | -4.6% | +66.2% | +69.3% |
| 1Y | +81.3% | -5.5% | +86.8% | +91.9% |
| All | +116.6% | +17.0% | +99.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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