+125.4%
IAU vs LCID
-92.3%
+217.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.7% |
| 30D | +0.3% | -34.2% | +34.6% | +1.1% |
| 3M | +0.7% | -9.1% | +9.8% | +0.3% |
| 6M | -15.5% | -52.6% | +37.1% | -14.7% |
| YTD | +1.0% | -56.2% | +57.2% | +2.0% |
| 1Y | +19.6% | -74.9% | +94.5% | +21.4% |
| 3Y | +125.4% | -92.1% | +217.5% | +126.5% |
| All | +125.4% | -92.3% | +217.7% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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