+50.6%
IEMG vs LSCC
+85.6%
-35.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.8% | +5.2% | -2.4% | +1.7% |
| 30D | +4.6% | -9.6% | +14.3% | +6.7% |
| 3M | +5.5% | -17.8% | +23.3% | +9.1% |
| 6M | +19.7% | +37.4% | -17.7% | +11.8% |
| YTD | +25.5% | +59.7% | -34.2% | +13.5% |
| 1Y | +35.5% | +76.2% | -40.7% | +19.7% |
| 3Y | +88.0% | +28.2% | +59.8% | +68.4% |
| 5Y | +50.6% | +87.2% | -36.6% | +12.8% |
| All | +50.6% | +85.6% | -35.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling