+63.0%
LSCC vs IRE
-97.3%
+160.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +10.9% | +8.8% |
| 7D | +19.3% | -15.5% | +34.8% | +19.7% |
| 30D | -9.6% | -70.4% | +60.7% | +1.3% |
| 3M | -12.4% | -81.6% | +69.2% | +1.9% |
| 6M | -10.5% | -94.7% | +84.2% | +10.5% |
| YTD | +54.8% | -91.8% | +146.5% | +76.3% |
| 1Y | +79.4% | -97.6% | +176.9% | +109.4% |
| All | +63.0% | -97.3% | +160.4% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling