+293.0%
IBKR vs LCID
-92.9%
+385.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -1.3% | -9.8% | +8.5% | -0.5% |
| 30D | -0.2% | -35.5% | +35.2% | +3.3% |
| 3M | +3.0% | -18.4% | +21.3% | +3.0% |
| 6M | +33.9% | -60.5% | +94.3% | +42.5% |
| YTD | +42.5% | -60.1% | +102.6% | +51.1% |
| 1Y | +44.9% | -78.8% | +123.7% | +59.2% |
| 3Y | +293.0% | -92.8% | +385.8% | +348.3% |
| All | +293.0% | -92.9% | +385.9% | +348.3% |
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