+1,379.1%
LSCC vs IVZ
+55.7%
+1,323.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.8% | +1.7% | +4.7% |
| 7D | +19.3% | +4.1% | +15.2% | +17.0% |
| 30D | -9.6% | -2.0% | -7.6% | -8.3% |
| 3M | -12.4% | -7.8% | -4.6% | -8.0% |
| 6M | -10.5% | +6.3% | -16.8% | -12.9% |
| YTD | +54.8% | +12.6% | +42.2% | +45.2% |
| 1Y | +79.4% | +27.6% | +51.7% | +57.4% |
| 3Y | +109.6% | +154.0% | -44.4% | +28.7% |
| 5Y | +40.4% | +37.3% | +3.1% | +13.2% |
| 10Y | +1,379.1% | +50.5% | +1,328.5% | +955.8% |
| All | +1,379.1% | +55.7% | +1,323.4% | +955.8% |
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