+127.4%
IWF vs LCID
-97.1%
+224.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | -0.4% |
| 7D | +2.8% | -10.2% | +13.0% | +3.6% |
| 30D | -7.5% | -10.2% | +2.6% | -7.1% |
| 3M | -8.5% | -54.1% | +45.6% | -3.2% |
| 6M | -7.4% | -53.8% | +46.3% | -3.4% |
| YTD | -2.6% | -72.0% | +69.4% | +5.0% |
| 1Y | -1.8% | -80.5% | +78.7% | +8.7% |
| 3Y | +65.5% | -92.6% | +158.0% | +89.3% |
| 5Y | +55.8% | -99.3% | +155.2% | +102.9% |
| All | +127.4% | -97.1% | +224.5% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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