+82.0%
LSCC vs IRM
+189.3%
-107.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -9.7% | -8.1% | -1.6% | -4.7% |
| 3M | -23.7% | -9.7% | -14.0% | -18.5% |
| 6M | +26.5% | +10.0% | +16.5% | +19.9% |
| YTD | +57.5% | +43.0% | +14.5% | +26.5% |
| 1Y | +75.7% | +32.7% | +43.0% | +46.6% |
| 3Y | +19.5% | +102.7% | -83.3% | -30.8% |
| All | +82.0% | +189.3% | -107.3% | -24.0% |
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