+1,553.4%
LSCC vs INDA
+115.1%
+1,438.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.7% | +0.6% | +0.8% |
| 30D | -9.7% | -0.8% | -8.9% | -9.2% |
| 3M | -23.7% | +3.9% | -27.6% | -25.6% |
| 6M | +26.5% | -0.7% | +27.2% | +27.9% |
| YTD | +57.5% | -7.7% | +65.2% | +67.4% |
| 1Y | +75.7% | -5.1% | +80.8% | +82.9% |
| 3Y | +19.5% | +13.6% | +5.8% | +11.0% |
| 5Y | +83.8% | +7.8% | +76.0% | +80.4% |
| 10Y | +1,772.4% | +84.6% | +1,687.7% | +1,240.0% |
| All | +1,553.4% | +115.1% | +1,438.2% | +987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling