+10,808.2%
LSCC vs IFF
+856.0%
+9,952.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.3% | -1.8% | +3.1% | +2.3% |
| 30D | -9.7% | -2.0% | -7.7% | -9.0% |
| 3M | -23.7% | +18.5% | -42.2% | -31.3% |
| 6M | +26.5% | +11.7% | +14.8% | +16.4% |
| YTD | +57.5% | +29.6% | +27.9% | +33.3% |
| 1Y | +75.7% | +35.0% | +40.7% | +44.6% |
| 3Y | +19.5% | +32.3% | -12.8% | -2.5% |
| 5Y | +83.8% | -34.6% | +118.3% | +111.1% |
| 10Y | +1,772.4% | -20.6% | +1,793.0% | +1,696.9% |
| All | +10,808.2% | +856.0% | +9,952.2% | +2,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling