+69.3%
IWD vs LSCC
+26.3%
+43.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.4% |
| 7D | -0.5% | +13.0% | -13.4% | -2.3% |
| 30D | +2.7% | -19.8% | +22.5% | +5.5% |
| 3M | +0.9% | -18.4% | +19.3% | +3.1% |
| 6M | +10.5% | -16.1% | +26.7% | +11.2% |
| YTD | +23.7% | +42.7% | -19.0% | +13.3% |
| 1Y | +28.7% | +68.0% | -39.3% | +14.6% |
| 3Y | +79.7% | +85.8% | -6.1% | +49.3% |
| All | +69.3% | +26.3% | +43.0% | +39.0% |
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