+35.1%
LSCC vs INDA
+8.7%
+26.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.2% |
| 7D | +7.0% | +1.1% | +5.9% | +5.4% |
| 30D | -2.3% | +9.4% | -11.7% | -13.8% |
| 3M | -12.5% | +2.9% | -15.5% | -16.1% |
| 6M | -10.6% | +7.2% | -17.8% | -18.6% |
| YTD | +52.7% | -4.8% | +57.5% | +63.4% |
| 1Y | +74.0% | -5.1% | +79.0% | +86.7% |
| 3Y | +104.8% | +16.7% | +88.1% | +55.5% |
| All | +35.1% | +8.7% | +26.4% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling