+205.1%
IWD vs LSCC
+1,244.7%
-1,039.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.5% |
| 7D | -0.5% | +13.0% | -13.4% | -2.6% |
| 30D | +2.7% | -19.8% | +22.5% | +5.9% |
| 3M | +0.9% | -18.4% | +19.3% | +3.3% |
| 6M | +10.5% | -16.1% | +26.7% | +11.3% |
| YTD | +23.7% | +42.7% | -19.0% | +12.2% |
| 1Y | +28.7% | +68.0% | -39.3% | +13.1% |
| 3Y | +79.7% | +85.8% | -6.1% | +46.9% |
| 5Y | +69.7% | +28.0% | +41.6% | +41.2% |
| All | +205.1% | +1,244.7% | -1,039.6% | +58.3% |
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