+35.1%
LSCC vs IT
-42.2%
+77.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.6% |
| 7D | +7.0% | +1.1% | +5.9% | +6.8% |
| 30D | -2.3% | -1.8% | -0.5% | -3.7% |
| 3M | -12.5% | +4.8% | -17.3% | -16.6% |
| 6M | -10.6% | +33.0% | -43.6% | -25.0% |
| YTD | +52.7% | -23.8% | +76.5% | +65.4% |
| 1Y | +74.0% | -16.5% | +90.5% | +77.5% |
| 3Y | +104.8% | -53.6% | +158.4% | +200.0% |
| All | +35.1% | -42.2% | +77.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling