+64.6%
IWF vs LSCC
+81.4%
-16.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.9% | -0.3% |
| 7D | -5.0% | +13.0% | -17.9% | -7.6% |
| 30D | -13.2% | -19.8% | +6.6% | -9.4% |
| 3M | -9.4% | -18.4% | +9.0% | -6.2% |
| 6M | -8.6% | -16.1% | +7.5% | -7.0% |
| YTD | -5.3% | +42.7% | -48.0% | -15.5% |
| 1Y | -5.0% | +68.0% | -73.0% | -18.5% |
| 3Y | +64.6% | +85.8% | -21.2% | +30.2% |
| All | +64.6% | +81.4% | -16.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling