+205.2%
IEFA vs LSCC
+2,850.9%
-2,645.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +1.1% | +5.0% | -3.9% | +0.2% |
| 30D | +0.7% | -11.7% | +12.4% | +2.1% |
| 3M | -3.4% | -13.3% | +10.0% | -2.0% |
| 6M | +1.5% | -12.5% | +14.0% | +1.8% |
| YTD | +10.4% | +51.2% | -40.8% | +0.6% |
| 1Y | +13.4% | +65.9% | -52.5% | +1.7% |
| 3Y | +66.7% | +95.3% | -28.7% | +39.1% |
| 5Y | +49.5% | +38.6% | +10.9% | +26.4% |
| 10Y | +145.8% | +1,352.3% | -1,206.6% | +45.0% |
| All | +205.2% | +2,850.9% | -2,645.7% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling