+44.1%
LSCC vs IRM
+188.8%
-144.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -4.5% |
| 7D | +21.2% | +8.6% | +12.6% | +14.8% |
| 30D | -1.9% | 0.0% | -1.9% | -1.5% |
| 3M | -8.1% | -7.1% | -0.9% | -2.9% |
| 6M | -5.2% | -7.9% | +2.6% | +0.7% |
| YTD | +61.5% | +41.3% | +20.2% | +30.9% |
| 1Y | +81.3% | +20.7% | +60.5% | +61.6% |
| 3Y | +108.7% | +112.2% | -3.5% | +15.7% |
| 5Y | +44.1% | +191.2% | -147.1% | -39.6% |
| All | +44.1% | +188.8% | -144.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling