+30.6%
ITW vs LSCC
+81.4%
-50.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -2.4% |
| 7D | +0.9% | +13.0% | -12.1% | -0.7% |
| 30D | +7.6% | -19.8% | +27.4% | +10.1% |
| 3M | -4.0% | -18.4% | +14.4% | -2.2% |
| 6M | +9.2% | -16.1% | +25.3% | +9.5% |
| YTD | +16.2% | +42.7% | -26.5% | +6.4% |
| 1Y | +17.9% | +68.0% | -50.1% | +5.1% |
| 3Y | +30.6% | +85.8% | -55.3% | +9.2% |
| All | +30.6% | +81.4% | -50.8% | +9.2% |
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