+50.7%
IWF vs LSCC
+26.3%
+24.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.9% | -0.6% |
| 7D | -5.0% | +13.0% | -17.9% | -8.1% |
| 30D | -13.2% | -19.8% | +6.6% | -8.6% |
| 3M | -9.4% | -18.4% | +9.0% | -5.6% |
| 6M | -8.6% | -16.1% | +7.5% | -6.8% |
| YTD | -5.3% | +42.7% | -48.0% | -18.0% |
| 1Y | -5.0% | +68.0% | -73.0% | -21.7% |
| 3Y | +64.6% | +85.8% | -21.2% | +21.0% |
| All | +50.7% | +26.3% | +24.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling