+19.2%
IWM vs LSCC
+18.7%
+0.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -2.4% |
| 7D | -4.6% | -4.8% | +0.2% | -3.7% |
| 30D | -3.7% | -27.1% | +23.4% | +3.6% |
| 3M | -9.4% | -23.6% | +14.2% | -4.2% |
| 6M | -3.6% | -19.8% | +16.2% | -1.1% |
| YTD | +10.8% | +33.2% | -22.4% | -2.5% |
| 1Y | +11.9% | +55.2% | -43.4% | -5.9% |
| 3Y | +60.6% | +70.1% | -9.5% | +22.1% |
| 5Y | +19.2% | +19.5% | -0.3% | -7.6% |
| All | +19.2% | +18.7% | +0.5% | -7.6% |
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