-11.2%
IEF vs LCID
-95.4%
+84.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | 0.0% |
| 7D | -0.3% | -6.6% | +6.3% | -0.3% |
| 30D | -0.8% | -30.1% | +29.4% | -0.6% |
| 3M | -1.0% | -17.6% | +16.6% | -1.0% |
| 6M | -2.8% | -54.4% | +51.7% | -2.5% |
| YTD | -1.5% | -55.7% | +54.2% | -1.3% |
| 1Y | -0.4% | -71.0% | +70.6% | -0.1% |
| 3Y | +9.7% | -92.6% | +102.3% | +10.2% |
| 5Y | -8.3% | -97.6% | +89.3% | -7.8% |
| All | -11.2% | -95.4% | +84.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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