+40.3%
LSCC vs IRE
-98.0%
+138.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -33.9% | +25.3% | -4.3% |
| 7D | -4.8% | -57.1% | +52.3% | +4.3% |
| 30D | -27.1% | -84.4% | +57.3% | -11.3% |
| 3M | -23.6% | -85.0% | +61.4% | -8.2% |
| 6M | -19.8% | -95.2% | +75.4% | +2.0% |
| YTD | +33.2% | -93.9% | +127.2% | +58.9% |
| 1Y | +55.2% | -98.8% | +154.1% | +92.3% |
| All | +40.3% | -98.0% | +138.4% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling