+1,490.3%
LSCC vs IVZ
+44.4%
+1,445.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.8% |
| 7D | +14.5% | -2.8% | +17.2% | +16.4% |
| 30D | -0.1% | -2.2% | +2.1% | +1.5% |
| 3M | -2.7% | -8.1% | +5.4% | +2.3% |
| 6M | -4.8% | +3.8% | -8.6% | -6.2% |
| YTD | +66.9% | +11.5% | +55.4% | +57.3% |
| 1Y | +85.8% | +23.7% | +62.1% | +65.7% |
| 3Y | +115.6% | +145.8% | -30.2% | +34.4% |
| 5Y | +48.8% | +36.1% | +12.7% | +20.5% |
| 10Y | +1,490.3% | +42.4% | +1,447.8% | +1,052.4% |
| All | +1,490.3% | +44.4% | +1,445.8% | +1,052.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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