+20.0%
IEFA vs LSCC
+75.5%
-55.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +1.2% | +5.2% | -4.0% | +0.4% |
| 30D | -0.6% | -9.6% | +9.1% | +0.8% |
| 3M | +6.2% | -17.8% | +24.0% | +8.5% |
| 6M | +11.2% | +37.4% | -26.3% | +4.6% |
| YTD | +14.2% | +59.7% | -45.5% | +5.1% |
| 1Y | +20.0% | +76.2% | -56.2% | +9.7% |
| All | +20.0% | +75.5% | -55.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling