+69.5%
IEFA vs LSCC
+24.1%
+45.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +1.0% | -9.7% | +10.7% | +2.4% |
| 3M | +4.7% | -23.7% | +28.4% | +7.9% |
| 6M | +8.6% | +26.5% | -17.9% | +3.8% |
| YTD | +14.8% | +57.5% | -42.7% | +6.2% |
| 1Y | +22.6% | +75.7% | -53.1% | +11.3% |
| All | +69.5% | +24.1% | +45.4% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling