+10,619.1%
LSCC vs IFF
+839.2%
+9,779.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.3% | +7.3% |
| 7D | +19.3% | -10.8% | +30.1% | +25.9% |
| 30D | -9.6% | -0.1% | -9.5% | -10.5% |
| 3M | -12.4% | -1.2% | -11.2% | -13.0% |
| 6M | -10.5% | +5.2% | -15.7% | -15.2% |
| YTD | +54.8% | +27.3% | +27.5% | +30.8% |
| 1Y | +79.4% | +39.2% | +40.2% | +44.1% |
| 3Y | +109.6% | +26.1% | +83.5% | +74.7% |
| 5Y | +40.4% | -37.0% | +77.4% | +63.7% |
| 10Y | +1,379.1% | -13.0% | +1,392.1% | +1,238.2% |
| All | +10,619.1% | +839.2% | +9,779.8% | +2,683.5% |
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