+146.5%
IEFA vs LSCC
+1,833.8%
-1,687.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | -0.5% | +1.4% | -1.8% | -0.7% |
| 30D | -1.1% | -10.0% | +8.9% | +0.6% |
| 3M | +5.1% | -16.1% | +21.1% | +7.4% |
| 6M | +9.3% | +27.4% | -18.1% | +3.1% |
| YTD | +13.0% | +56.9% | -44.0% | +2.1% |
| 1Y | +19.2% | +74.6% | -55.4% | +5.2% |
| 3Y | +67.0% | +26.0% | +41.0% | +48.8% |
| 5Y | +51.1% | +86.1% | -35.0% | +19.5% |
| 10Y | +146.5% | +1,830.6% | -1,684.1% | +35.4% |
| All | +146.5% | +1,833.8% | -1,687.3% | +35.4% |
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