+69.6%
LSCC vs IRE
-97.6%
+167.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.2% | +24.5% | +4.2% |
| 7D | +3.0% | -46.8% | +49.8% | +10.2% |
| 30D | -19.3% | -75.5% | +56.2% | -6.3% |
| 3M | -22.3% | -79.4% | +57.1% | -9.6% |
| 6M | -14.6% | -91.3% | +76.7% | +2.7% |
| YTD | +45.8% | -90.8% | +136.6% | +66.6% |
| 1Y | +69.6% | -97.7% | +167.3% | +97.6% |
| All | +69.6% | -97.6% | +167.2% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling