+75.8%
LSCC vs IRE
-97.5%
+173.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.1% | -1.8% | +8.8% |
| 7D | +14.5% | -15.1% | +29.6% | +15.2% |
| 30D | -0.1% | -71.4% | +71.3% | +12.4% |
| 3M | -2.7% | -81.2% | +78.5% | +13.0% |
| 6M | -4.8% | -93.7% | +88.9% | +16.7% |
| YTD | +66.9% | -92.2% | +159.1% | +91.3% |
| 1Y | +85.8% | -97.3% | +183.1% | +116.9% |
| All | +75.8% | -97.5% | +173.2% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling