+1,236.1%
LSCC vs IRM
+456.9%
+779.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.2% | +6.6% |
| 7D | +13.0% | -8.6% | +21.6% | +18.4% |
| 30D | -19.8% | -8.0% | -11.9% | -16.1% |
| 3M | -18.4% | -12.0% | -6.4% | -12.5% |
| 6M | -16.1% | -18.2% | +2.0% | -6.6% |
| YTD | +42.7% | +31.4% | +11.4% | +26.8% |
| 1Y | +68.0% | +9.2% | +58.8% | +62.4% |
| 3Y | +85.8% | +94.6% | -8.7% | +33.9% |
| 5Y | +28.0% | +170.2% | -142.1% | -19.8% |
| All | +1,236.1% | +456.9% | +779.2% | +515.9% |
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