+21.2%
LSCC vs IT
-46.5%
+67.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.2% |
| 7D | +1.3% | -6.0% | +7.3% | +1.6% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | -23.7% | +13.1% | -36.8% | -23.5% |
| 6M | +26.5% | +11.7% | +14.8% | +26.2% |
| YTD | +57.5% | -26.1% | +83.6% | +72.5% |
| 1Y | +75.7% | -21.3% | +96.9% | +88.7% |
| All | +21.2% | -46.5% | +67.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling