+34.3%
IEMG vs LSCC
+74.7%
-40.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +4.6% | -10.0% | +14.7% | +7.6% |
| 3M | +4.8% | -16.1% | +20.9% | +9.2% |
| 6M | +16.8% | +27.4% | -10.6% | +10.2% |
| YTD | +24.8% | +56.9% | -32.1% | +13.1% |
| 1Y | +34.3% | +74.6% | -40.3% | +20.9% |
| All | +34.3% | +74.7% | -40.4% | +20.9% |
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 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