+808.3%
IWM vs LSCC
+341.5%
+466.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | -1.3% | -9.7% | +8.4% | +1.2% |
| 3M | +1.6% | -23.7% | +25.3% | +7.4% |
| 6M | +13.6% | +26.5% | -12.9% | +4.3% |
| YTD | +20.8% | +57.5% | -36.8% | +3.9% |
| 1Y | +26.4% | +75.7% | -49.3% | +5.0% |
| 3Y | +60.7% | +19.5% | +41.2% | +38.2% |
| 5Y | +38.2% | +83.8% | -45.6% | +1.5% |
| 10Y | +169.5% | +1,772.4% | -1,602.9% | -0.3% |
| All | +808.3% | +341.5% | +466.7% | +163.0% |
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