-5.2%
LSCC vs IFF
+3.4%
-8.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -4.0% |
| 7D | +21.2% | -6.9% | +28.2% | +18.6% |
| 30D | -1.9% | -8.9% | +7.0% | -5.1% |
| 3M | -8.1% | -3.7% | -4.4% | -10.5% |
| 6M | -5.2% | +3.5% | -8.7% | -9.6% |
| All | -5.2% | +3.4% | -8.6% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling