+1,815.1%
LSCC vs IFF
-19.8%
+1,834.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.4% | -2.8% | +3.2% | +1.7% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -13.8% | +13.8% | -27.6% | -19.9% |
| 6M | +24.5% | +16.7% | +7.8% | +13.4% |
| YTD | +55.1% | +26.1% | +29.0% | +35.4% |
| 1Y | +72.5% | +33.5% | +39.0% | +45.7% |
| 3Y | +24.5% | +31.6% | -7.1% | +4.2% |
| 5Y | +81.8% | -34.9% | +116.7% | +106.9% |
| All | +1,815.1% | -19.8% | +1,834.9% | +1,816.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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