+125.6%
IEMG vs LSCC
+1,333.6%
-1,208.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -0.7% | +5.0% | -5.7% | -1.8% |
| 30D | -9.4% | -11.7% | +2.4% | -7.4% |
| 3M | -7.3% | -13.3% | +6.0% | -5.2% |
| 6M | -10.4% | -12.5% | +2.1% | -9.1% |
| YTD | +10.6% | +51.2% | -40.6% | -0.7% |
| 1Y | +10.5% | +65.9% | -55.4% | -2.8% |
| 3Y | +67.7% | +95.3% | -27.6% | +34.4% |
| 5Y | +36.2% | +38.6% | -2.4% | +10.9% |
| 10Y | +125.6% | +1,352.3% | -1,226.7% | +6.8% |
| All | +125.6% | +1,333.6% | -1,208.0% | +6.8% |
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 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