+1,490.3%
LSCC vs IT
+93.0%
+1,397.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.6% |
| 7D | +14.5% | -6.8% | +21.3% | +17.3% |
| 30D | -0.1% | -0.6% | +0.5% | -2.1% |
| 3M | -2.7% | +3.1% | -5.7% | -7.8% |
| 6M | -4.8% | +25.5% | -30.3% | -20.8% |
| YTD | +66.9% | -23.5% | +90.4% | +71.7% |
| 1Y | +85.8% | -16.6% | +102.5% | +81.9% |
| 3Y | +115.6% | -53.1% | +168.7% | +182.3% |
| 5Y | +48.8% | -41.4% | +90.3% | +68.5% |
| 10Y | +1,490.3% | +90.9% | +1,399.3% | +879.8% |
| All | +1,490.3% | +93.0% | +1,397.3% | +879.8% |
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