+25.5%
LSCC vs IT
-43.2%
+68.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.0% | +11.2% | +8.1% |
| 7D | +13.0% | -16.9% | +29.9% | +17.2% |
| 30D | -19.8% | +2.3% | -22.2% | -22.1% |
| 3M | -18.4% | +2.9% | -21.3% | -22.0% |
| 6M | -16.1% | +25.9% | -42.0% | -28.2% |
| YTD | +42.7% | -24.6% | +67.4% | +54.9% |
| 1Y | +68.0% | -16.0% | +84.1% | +70.0% |
| 3Y | +85.8% | -51.6% | +137.4% | +158.6% |
| All | +25.5% | -43.2% | +68.7% | +38.3% |
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