+104.8%
LSCC vs IRM
+112.1%
-7.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.0% |
| 7D | +7.0% | +6.8% | +0.2% | +2.6% |
| 30D | -2.3% | +2.6% | -4.9% | -3.5% |
| 3M | -12.5% | -9.5% | -3.1% | -6.4% |
| 6M | -10.6% | -8.5% | -2.1% | -4.9% |
| YTD | +52.7% | +40.3% | +12.4% | +28.4% |
| 1Y | +74.0% | +28.7% | +45.3% | +53.1% |
| 3Y | +104.8% | +111.8% | -7.0% | +1.1% |
| All | +104.8% | +112.1% | -7.3% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling