+82.0%
LSCC vs IVZ
+64.2%
+17.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | +1.3% | +0.6% | +0.7% | +0.8% |
| 30D | -9.7% | +4.0% | -13.7% | -12.3% |
| 3M | -23.7% | +18.2% | -41.9% | -32.6% |
| 6M | +26.5% | +32.8% | -6.3% | +2.5% |
| YTD | +57.5% | +28.7% | +28.8% | +28.7% |
| 1Y | +75.7% | +55.4% | +20.3% | +24.6% |
| 3Y | +19.5% | +135.2% | -115.8% | -40.3% |
| All | +82.0% | +64.2% | +17.8% | +12.4% |
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 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