+35.1%
LSCC vs IVZ
+36.0%
-0.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.8% | -7.3% |
| 7D | +7.0% | +7.6% | -0.6% | +1.1% |
| 30D | -2.3% | +4.3% | -6.6% | -5.3% |
| 3M | -12.5% | -9.3% | -3.2% | -5.5% |
| 6M | -10.6% | +5.2% | -15.8% | -13.9% |
| YTD | +52.7% | +13.4% | +39.2% | +36.9% |
| 1Y | +74.0% | +25.4% | +48.6% | +44.3% |
| 3Y | +104.8% | +152.5% | -47.7% | -5.7% |
| All | +35.1% | +36.0% | -0.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling