+1,490.3%
LSCC vs IRM
+514.0%
+976.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.9% | +9.6% |
| 7D | +14.5% | -5.3% | +19.7% | +17.9% |
| 30D | -0.1% | -2.3% | +2.3% | +1.6% |
| 3M | -2.7% | -7.4% | +4.8% | +1.9% |
| 6M | -4.8% | -12.2% | +7.4% | +2.4% |
| YTD | +66.9% | +38.6% | +28.2% | +44.3% |
| 1Y | +85.8% | +14.9% | +71.0% | +75.3% |
| 3Y | +115.6% | +108.2% | +7.4% | +50.2% |
| 5Y | +48.8% | +183.8% | -135.0% | -9.2% |
| 10Y | +1,490.3% | +512.6% | +977.7% | +602.8% |
| All | +1,490.3% | +514.0% | +976.3% | +602.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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