+203.2%
IWD vs LSCC
+1,348.6%
-1,145.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +1.6% | +5.0% | -3.5% | +0.6% |
| 30D | +3.6% | -11.7% | +15.3% | +5.2% |
| 3M | +2.0% | -13.3% | +15.4% | +3.5% |
| 6M | +13.1% | -12.5% | +25.6% | +13.1% |
| YTD | +26.2% | +51.2% | -25.0% | +13.3% |
| 1Y | +29.6% | +65.9% | -36.3% | +14.2% |
| 3Y | +84.3% | +95.3% | -11.0% | +49.4% |
| 5Y | +73.4% | +38.6% | +34.8% | +42.3% |
| All | +203.2% | +1,348.6% | -1,145.3% | +56.4% |
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