+35.5%
ITW vs LSCC
+26.3%
+9.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -2.6% |
| 7D | +0.9% | +13.0% | -12.1% | -1.1% |
| 30D | +7.6% | -19.8% | +27.4% | +10.7% |
| 3M | -4.0% | -18.4% | +14.4% | -1.9% |
| 6M | +9.2% | -16.1% | +25.3% | +9.7% |
| YTD | +16.2% | +42.7% | -26.5% | +5.3% |
| 1Y | +17.9% | +68.0% | -50.1% | +3.6% |
| 3Y | +30.6% | +85.8% | -55.3% | +6.5% |
| All | +35.5% | +26.3% | +9.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling