+650.0%
IWF vs LSCC
+300.1%
+350.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.9% | -0.4% |
| 7D | -5.0% | +13.0% | -17.9% | -7.8% |
| 30D | -13.2% | -19.8% | +6.6% | -9.2% |
| 3M | -9.4% | -18.4% | +9.0% | -6.0% |
| 6M | -8.6% | -16.1% | +7.5% | -6.9% |
| YTD | -5.3% | +42.7% | -48.0% | -15.9% |
| 1Y | -5.0% | +68.0% | -73.0% | -18.9% |
| 3Y | +64.6% | +85.8% | -21.2% | +29.7% |
| 5Y | +50.8% | +28.0% | +22.7% | +24.1% |
| 10Y | +385.7% | +1,255.1% | -869.4% | +121.5% |
| All | +650.0% | +300.1% | +350.0% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling