+68.0%
LSCC vs IRE
-98.3%
+166.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +39.6% | -32.5% | +1.8% |
| 7D | +13.0% | -27.2% | +40.1% | +15.2% |
| 30D | -19.8% | -75.1% | +55.3% | -7.8% |
| 3M | -18.4% | -77.9% | +59.5% | -6.6% |
| 6M | -16.1% | -94.6% | +78.5% | +4.4% |
| YTD | +42.7% | -91.5% | +134.3% | +62.6% |
| 1Y | +68.0% | -97.8% | +165.8% | +95.9% |
| All | +68.0% | -98.3% | +166.3% | +95.9% |
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