-2.0%
IEF vs LSCC
+57.8%
-59.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | +0.9% | +3.0% | -2.1% | +0.9% |
| 30D | +3.1% | -19.3% | +22.4% | +3.4% |
| 3M | -1.4% | -22.3% | +20.9% | -1.0% |
| 6M | -1.6% | -14.6% | +13.0% | -1.5% |
| YTD | -2.1% | +45.8% | -47.9% | -2.5% |
| 1Y | -2.0% | +69.6% | -71.6% | -2.7% |
| All | -2.0% | +57.8% | -59.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling