+9,101.3%
ITW vs LSCC
+10,808.2%
-1,706.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +8.2% | -23.7% | +31.9% | +11.3% |
| 6M | -4.8% | +26.5% | -31.3% | -9.3% |
| YTD | +11.0% | +57.5% | -46.5% | +2.1% |
| 1Y | +4.2% | +75.7% | -71.4% | -6.1% |
| 3Y | +17.3% | +19.5% | -2.2% | +7.4% |
| 5Y | +33.0% | +83.8% | -50.8% | +11.5% |
| 10Y | +182.3% | +1,772.4% | -1,590.1% | +65.4% |
| All | +9,101.3% | +10,808.2% | -1,706.9% | +3,609.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling