-8.0%
IEF vs LSCC
+82.7%
-90.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -0.8% | -9.7% | +8.9% | -0.7% |
| 3M | -1.0% | -23.7% | +22.7% | -0.9% |
| 6M | -2.8% | +26.5% | -29.2% | -2.8% |
| YTD | -1.5% | +57.5% | -59.0% | -1.6% |
| 1Y | -0.4% | +75.7% | -76.1% | -0.6% |
| 3Y | +9.7% | +19.5% | -9.8% | +10.0% |
| All | -8.0% | +82.7% | -90.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling