+199.9%
ITW vs LSCC
+1,398.6%
-1,198.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.4% | +0.6% |
| 7D | -1.1% | +19.3% | -20.5% | -4.4% |
| 30D | +8.6% | -9.6% | +18.2% | +9.8% |
| 3M | -2.7% | -12.4% | +9.7% | -1.5% |
| 6M | +14.0% | -10.5% | +24.4% | +13.3% |
| YTD | +18.6% | +54.8% | -36.2% | +4.9% |
| 1Y | +19.8% | +79.4% | -59.6% | +2.6% |
| 3Y | +34.8% | +109.6% | -74.8% | +5.7% |
| 5Y | +37.5% | +40.4% | -2.9% | +11.0% |
| 10Y | +199.9% | +1,379.1% | -1,179.2% | +38.1% |
| All | +199.9% | +1,398.6% | -1,198.6% | +38.1% |
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