+92.7%
IEFA vs LCID
-95.9%
+188.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.4% | -9.1% | +6.7% | -1.9% |
| 30D | -2.1% | -37.6% | +35.5% | +0.2% |
| 3M | +5.5% | -11.1% | +16.6% | +5.2% |
| 6M | +8.1% | -59.2% | +67.3% | +12.0% |
| YTD | +11.9% | -60.5% | +72.4% | +15.8% |
| 1Y | +18.1% | -78.5% | +96.6% | +25.7% |
| 3Y | +65.5% | -92.8% | +158.3% | +80.9% |
| 5Y | +50.1% | -97.9% | +148.0% | +70.4% |
| All | +92.7% | -95.9% | +188.6% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling