+84.8%
IEMG vs LCID
-92.8%
+177.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.2% | 0.0% |
| 7D | +1.6% | -9.3% | +11.0% | +2.3% |
| 30D | +4.6% | -35.4% | +40.0% | +7.6% |
| 3M | +4.8% | -17.1% | +21.9% | +4.8% |
| 6M | +16.8% | -58.9% | +75.8% | +22.3% |
| YTD | +24.8% | -59.6% | +84.4% | +30.3% |
| 1Y | +34.3% | -78.0% | +112.3% | +45.2% |
| All | +84.8% | -92.8% | +177.6% | +109.5% |
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