+87.2%
LSCC vs IFF
-34.7%
+121.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -9.6% | -0.3% | -9.3% | -9.7% |
| 3M | -17.8% | +18.6% | -36.3% | -25.7% |
| 6M | +37.4% | +17.4% | +20.1% | +23.8% |
| YTD | +59.7% | +28.5% | +31.2% | +36.1% |
| 1Y | +76.2% | +32.5% | +43.7% | +46.8% |
| 3Y | +28.2% | +34.1% | -5.9% | +3.2% |
| 5Y | +87.2% | -35.2% | +122.4% | +126.5% |
| All | +87.2% | -34.7% | +121.9% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling