+185.8%
ITW vs LSCC
+1,791.9%
-1,606.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.4% | +5.2% | -5.6% | -1.3% |
| 30D | -9.4% | -9.6% | +0.2% | -7.9% |
| 3M | +7.1% | -17.8% | +24.9% | +9.7% |
| 6M | -1.9% | +37.4% | -39.3% | -9.6% |
| YTD | +10.4% | +59.7% | -49.2% | -1.7% |
| 1Y | +3.3% | +76.2% | -72.9% | -10.5% |
| 3Y | +21.0% | +28.2% | -7.2% | +6.0% |
| 5Y | +36.3% | +87.2% | -50.9% | +5.0% |
| 10Y | +185.8% | +1,795.0% | -1,609.2% | +36.5% |
| All | +185.8% | +1,791.9% | -1,606.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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