+10,370.6%
LSCC vs IFF
+825.2%
+9,545.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +5.0% | -9.8% | +14.8% | +10.4% |
| 30D | -11.7% | -1.6% | -10.1% | -11.9% |
| 3M | -13.3% | -1.8% | -11.5% | -13.7% |
| 6M | -12.5% | +3.6% | -16.2% | -16.5% |
| YTD | +51.2% | +25.4% | +25.8% | +28.7% |
| 1Y | +65.9% | +35.4% | +30.5% | +35.2% |
| 3Y | +95.3% | +23.9% | +71.5% | +64.3% |
| 5Y | +38.6% | -37.1% | +75.8% | +61.8% |
| 10Y | +1,352.3% | -10.3% | +1,362.6% | +1,192.3% |
| All | +10,370.6% | +825.2% | +9,545.4% | +2,639.9% |
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