+9.3%
IWF vs LSCC
+75.5%
-66.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.5% | +5.2% | -3.7% | +0.6% |
| 30D | -1.3% | -9.6% | +8.4% | +0.5% |
| 3M | +0.1% | -17.8% | +17.9% | +2.9% |
| 6M | +10.3% | +37.4% | -27.2% | +3.3% |
| YTD | +4.2% | +59.7% | -55.5% | -5.8% |
| 1Y | +9.3% | +76.2% | -66.9% | -2.1% |
| All | +9.3% | +75.5% | -66.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling