+727.5%
IWF vs LSCC
+341.5%
+386.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -0.4% | -9.7% | +9.3% | +1.8% |
| 3M | -2.6% | -23.7% | +21.1% | +2.5% |
| 6M | +9.1% | +26.5% | -17.3% | +1.3% |
| YTD | +4.5% | +57.5% | -53.0% | -8.6% |
| 1Y | +10.1% | +75.7% | -65.6% | -6.7% |
| 3Y | +77.6% | +19.5% | +58.2% | +55.2% |
| 5Y | +73.7% | +83.8% | -10.0% | +32.7% |
| 10Y | +411.5% | +1,772.4% | -1,360.8% | +117.6% |
| All | +727.5% | +341.5% | +386.0% | +199.8% |
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