+1,236.1%
LSCC vs IT
+100.5%
+1,135.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.0% | +11.2% | +8.5% |
| 7D | +13.0% | -16.9% | +29.9% | +19.1% |
| 30D | -19.8% | +2.3% | -22.2% | -22.5% |
| 3M | -18.4% | +2.9% | -21.3% | -22.8% |
| 6M | -16.1% | +25.9% | -42.0% | -30.6% |
| YTD | +42.7% | -24.6% | +67.4% | +47.5% |
| 1Y | +68.0% | -16.0% | +84.1% | +63.1% |
| 3Y | +85.8% | -51.6% | +137.4% | +137.1% |
| 5Y | +28.0% | -42.6% | +70.7% | +46.0% |
| All | +1,236.1% | +100.5% | +1,135.6% | +744.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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