+50.1%
IEFA vs LCID
-97.9%
+148.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.4% | -9.1% | +6.7% | -1.8% |
| 30D | -2.1% | -37.6% | +35.5% | +0.8% |
| 3M | +5.5% | -11.1% | +16.6% | +5.1% |
| 6M | +8.1% | -59.2% | +67.3% | +13.0% |
| YTD | +11.9% | -60.5% | +72.4% | +16.8% |
| 1Y | +18.1% | -78.5% | +96.6% | +27.9% |
| 3Y | +65.5% | -92.8% | +158.3% | +86.1% |
| 5Y | +50.1% | -97.9% | +148.0% | +80.6% |
| All | +50.1% | -97.9% | +148.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling