+1,377.6%
LSCC vs IVZ
+1,117.8%
+259.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -9.7% | +4.0% | -13.7% | -11.4% |
| 3M | -23.7% | +18.2% | -41.9% | -29.5% |
| 6M | +26.5% | +32.8% | -6.3% | +10.8% |
| YTD | +57.5% | +28.7% | +28.8% | +39.1% |
| 1Y | +75.7% | +55.4% | +20.3% | +42.0% |
| 3Y | +19.5% | +135.2% | -115.8% | -20.8% |
| 5Y | +83.8% | +64.2% | +19.6% | +43.7% |
| 10Y | +1,772.4% | +64.6% | +1,707.8% | +1,184.6% |
| All | +1,377.6% | +1,117.8% | +259.8% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling