+67.9%
IWF vs LSCC
+118.1%
-50.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.4% | -8.1% | 0.0% |
| 7D | -1.1% | +14.5% | -15.6% | -4.1% |
| 30D | -8.3% | -0.1% | -8.2% | -8.8% |
| 3M | -5.6% | -2.7% | -2.9% | -6.0% |
| 6M | -5.4% | -4.8% | -0.6% | -6.4% |
| YTD | -1.2% | +66.9% | -68.0% | -14.8% |
| 1Y | -2.6% | +85.8% | -88.5% | -18.3% |
| All | +67.9% | +118.1% | -50.2% | +28.3% |
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