+726.5%
IWD vs LSCC
+341.5%
+385.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +0.6% | -9.7% | +10.3% | +2.2% |
| 3M | +7.2% | -23.7% | +30.9% | +11.1% |
| 6M | +16.2% | +26.5% | -10.3% | +9.4% |
| YTD | +23.3% | +57.5% | -34.2% | +11.1% |
| 1Y | +29.6% | +75.7% | -46.1% | +13.8% |
| 3Y | +70.5% | +19.5% | +51.0% | +52.5% |
| 5Y | +73.5% | +83.8% | -10.3% | +37.9% |
| 10Y | +198.3% | +1,772.4% | -1,574.1% | +46.7% |
| All | +726.5% | +341.5% | +385.0% | +220.0% |
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 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