+1,351.6%
LSCC vs IFF
-12.5%
+1,364.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.4% | -5.9% |
| 7D | +7.0% | -1.8% | +8.7% | +7.8% |
| 30D | -2.3% | -9.4% | +7.1% | +1.2% |
| 3M | -12.5% | -3.0% | -9.5% | -12.5% |
| 6M | -10.6% | +5.8% | -16.4% | -15.1% |
| YTD | +52.7% | +22.4% | +30.3% | +33.4% |
| 1Y | +74.0% | +23.0% | +50.9% | +51.4% |
| 3Y | +104.8% | +21.8% | +83.0% | +76.4% |
| 5Y | +36.2% | -39.2% | +75.5% | +58.9% |
| All | +1,351.6% | -12.5% | +1,364.0% | +1,288.8% |
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