+65.2%
IEFA vs LCID
-92.8%
+158.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -0.6% |
| 7D | -0.5% | -9.3% | +8.9% | +0.1% |
| 30D | -1.1% | -35.4% | +34.3% | +1.3% |
| 3M | +5.1% | -17.1% | +22.2% | +5.1% |
| 6M | +9.3% | -58.9% | +68.3% | +13.8% |
| YTD | +13.0% | -59.6% | +72.6% | +17.3% |
| 1Y | +19.2% | -78.0% | +97.1% | +27.7% |
| All | +65.2% | -92.8% | +158.0% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling