+143.5%
IWM vs LSCC
+1,351.6%
-1,208.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +1.1% |
| 7D | +1.4% | +7.0% | -5.6% | -0.6% |
| 30D | +2.3% | -2.3% | +4.6% | +1.9% |
| 3M | -8.3% | -12.5% | +4.2% | -6.6% |
| 6M | -1.3% | -10.6% | +9.3% | -1.6% |
| YTD | +13.5% | +52.7% | -39.2% | -3.6% |
| 1Y | +18.4% | +74.0% | -55.6% | -3.1% |
| 3Y | +69.6% | +104.8% | -35.2% | +24.0% |
| 5Y | +23.3% | +36.2% | -13.0% | -5.6% |
| All | +143.5% | +1,351.6% | -1,208.0% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling