+1,379.1%
LSCC vs IT
+96.9%
+1,282.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +8.0% | +8.3% |
| 7D | +19.3% | -18.8% | +38.1% | +26.9% |
| 30D | -9.6% | -0.1% | -9.6% | -11.7% |
| 3M | -12.4% | +2.9% | -15.3% | -17.1% |
| 6M | -10.5% | +20.4% | -30.9% | -24.2% |
| YTD | +54.8% | -24.3% | +79.1% | +59.7% |
| 1Y | +79.4% | -17.2% | +96.5% | +75.6% |
| 3Y | +109.6% | -52.4% | +162.0% | +171.0% |
| 5Y | +40.4% | -43.7% | +84.1% | +61.7% |
| 10Y | +1,379.1% | +90.3% | +1,288.8% | +809.7% |
| All | +1,379.1% | +96.9% | +1,282.2% | +809.7% |
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