+1,238.9%
LSCC vs IVZ
+897.2%
+341.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.0% | -2.4% | +15.4% | +14.5% |
| 30D | -19.8% | -11.2% | -8.6% | -14.9% |
| 3M | -18.4% | -14.0% | -4.4% | -12.0% |
| 6M | -16.1% | +0.5% | -16.6% | -15.8% |
| YTD | +42.7% | +5.4% | +37.3% | +39.3% |
| 1Y | +68.0% | +19.5% | +48.5% | +54.4% |
| 3Y | +85.8% | +128.7% | -42.9% | +25.9% |
| 5Y | +28.0% | +28.8% | -0.7% | +13.4% |
| 10Y | +1,255.1% | +52.3% | +1,202.8% | +872.5% |
| All | +1,238.9% | +897.2% | +341.7% | +411.1% |
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