+48.3%
IEMG vs LCID
-97.9%
+146.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.1% |
| 7D | -1.3% | -9.8% | +8.5% | -0.6% |
| 30D | +1.9% | -35.5% | +37.4% | +5.1% |
| 3M | +1.4% | -18.4% | +19.8% | +1.6% |
| 6M | +15.2% | -60.5% | +75.7% | +21.5% |
| YTD | +23.8% | -60.1% | +83.9% | +30.0% |
| 1Y | +30.7% | -78.8% | +109.5% | +43.2% |
| 3Y | +83.3% | -92.8% | +176.1% | +109.3% |
| All | +48.3% | -97.9% | +146.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling