+21.7%
ITW vs LSCC
+24.1%
-2.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -3.6% | +1.3% | -4.9% | -3.7% |
| 30D | -9.1% | -9.7% | +0.5% | -8.1% |
| 3M | +8.2% | -23.7% | +31.9% | +11.2% |
| 6M | -4.8% | +26.5% | -31.3% | -9.7% |
| YTD | +11.0% | +57.5% | -46.5% | +1.5% |
| 1Y | +4.2% | +75.7% | -71.4% | -6.8% |
| All | +21.7% | +24.1% | -2.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling