-12.5%
IEF vs LCID
-96.8%
+84.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | -0.7% |
| 7D | -1.9% | +9.2% | -11.1% | -2.0% |
| 30D | +1.1% | -3.0% | +4.1% | +1.1% |
| 3M | -1.9% | -50.2% | +48.3% | -1.6% |
| 6M | -2.4% | -45.8% | +43.5% | -2.2% |
| YTD | -3.0% | -69.2% | +66.2% | -2.6% |
| 1Y | -3.1% | -80.4% | +77.2% | -2.6% |
| 3Y | +10.7% | -91.4% | +102.1% | +11.3% |
| 5Y | -8.0% | -99.3% | +91.3% | -7.4% |
| All | -12.5% | -96.8% | +84.3% | -12.4% |
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