+202.3%
IWD vs LSCC
+1,486.2%
-1,283.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -9.9% | -1.3% |
| 7D | -0.6% | +14.5% | -15.0% | -3.0% |
| 30D | +3.6% | -0.1% | +3.7% | +3.0% |
| 3M | +2.7% | -2.7% | +5.3% | +2.0% |
| 6M | +13.2% | -4.8% | +18.0% | +11.6% |
| YTD | +26.8% | +66.9% | -40.1% | +11.9% |
| 1Y | +29.3% | +85.8% | -56.6% | +11.7% |
| 3Y | +85.1% | +115.6% | -30.4% | +47.6% |
| 5Y | +74.2% | +48.8% | +25.4% | +41.3% |
| All | +202.3% | +1,486.2% | -1,283.9% | +53.2% |
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 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