+97.7%
IEFA vs LCID
-95.4%
+193.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +0.6% | -6.6% | +7.2% | +0.9% |
| 30D | +1.0% | -30.1% | +31.2% | +2.8% |
| 3M | +4.7% | -17.6% | +22.3% | +4.8% |
| 6M | +8.6% | -54.4% | +63.0% | +11.8% |
| YTD | +14.8% | -55.7% | +70.6% | +18.2% |
| 1Y | +22.6% | -71.0% | +93.7% | +28.5% |
| 3Y | +67.0% | -92.6% | +159.6% | +82.3% |
| 5Y | +52.3% | -97.6% | +149.9% | +71.9% |
| All | +97.7% | -95.4% | +193.1% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling