+148.1%
IEFA vs LSCC
+1,351.6%
-1,203.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.1% |
| 7D | +2.2% | +7.0% | -4.8% | +0.8% |
| 30D | +1.1% | -2.3% | +3.4% | +0.8% |
| 3M | -4.3% | -12.5% | +8.3% | -3.1% |
| 6M | +1.4% | -10.6% | +12.0% | +1.2% |
| YTD | +10.1% | +52.7% | -42.6% | -1.1% |
| 1Y | +12.9% | +74.0% | -61.1% | -1.1% |
| 3Y | +65.8% | +104.8% | -39.0% | +33.5% |
| 5Y | +47.7% | +36.2% | +11.4% | +21.9% |
| All | +148.1% | +1,351.6% | -1,203.4% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling