+731.9%
IWD vs LSCC
+273.4%
+458.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -1.1% |
| 7D | -0.9% | -4.8% | +3.9% | -0.3% |
| 30D | +2.6% | -27.1% | +29.7% | +7.8% |
| 3M | +1.2% | -23.6% | +24.8% | +5.0% |
| 6M | +12.1% | -19.8% | +31.9% | +13.9% |
| YTD | +24.1% | +33.2% | -9.1% | +14.2% |
| 1Y | +28.5% | +55.2% | -26.7% | +14.8% |
| 3Y | +79.5% | +70.1% | +9.4% | +50.1% |
| 5Y | +70.3% | +19.5% | +50.8% | +45.1% |
| 10Y | +212.5% | +1,164.9% | -952.4% | +63.9% |
| All | +731.9% | +273.4% | +458.5% | +228.8% |
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