{"schemaVersion":1,"ticker":"LFSC","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/lfsc/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, LFSC against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/lfsc/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Total Return","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"LFSC","b":"IWV","window":{"from":"2024-11-08","to":"2026-10-30","firstReturn":"2024-11-15","weeklyReturns":103,"years":1.97,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04027404,"perWeek":0.0007745007,"days":493,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.61354291,"b":0.27762884,"edge":"LFSC","lead":"LFSC"},"annualised":{"a":0.27320666,"b":0.1316676,"edge":"LFSC","lead":"LFSC"},"price":{"a":0.61354291,"b":0.25236483,"edge":"LFSC","lead":"LFSC"},"volatility":{"a":0.26724033,"b":0.14711853,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.17458378,"b":0.0988993,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.24411809,"b":-0.17328963,"edge":"IWV","lead":"IWV","aPeak":"2024-11-08","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.23728019,"b":0.09433603,"edge":"LFSC","lead":"LFSC"},"sharpe":{"a":0.88789067,"b":0.64122468,"edge":"LFSC","lead":"LFSC"},"sortino":{"a":1.35911934,"b":0.95385946,"edge":"LFSC","lead":"LFSC"},"calmar":{"a":1.11915778,"b":0.75981231,"edge":"LFSC","lead":"LFSC"}},"relative":{"LFSC":{"on":"IWV","beta":1.0934568,"r2":0.3623548,"alpha":0.13412782,"alphaT":0.8767543,"alphaLow":-0.16934775,"alphaHigh":0.43760339,"upsideCapture":1.27304427,"downsideCapture":0.91097464,"treynor":0.21700006,"trackingError":0.21384106,"informationRatio":0.66845984,"upWeeks":54,"downWeeks":49,"treynorReference":0.09433603,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"LFSC","lead":"LFSC"},"downsideCapture":{"edge":"LFSC (slight)","lead":"LFSC"},"treynor":{"edge":"LFSC","lead":"LFSC"},"informationRatio":{"edge":null,"lead":"LFSC","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"LFSC":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.61354291}},"IWV":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27762884}}}}