+27.2%
IJR vs LCID
-99.3%
+126.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.0% |
| 7D | +2.2% | -10.2% | +12.3% | +3.2% |
| 30D | +3.8% | -10.2% | +14.0% | +4.5% |
| 3M | -5.7% | -54.1% | +48.4% | +1.7% |
| 6M | +4.6% | -53.8% | +58.4% | +10.7% |
| YTD | +18.0% | -72.0% | +90.0% | +30.9% |
| 1Y | +21.8% | -80.5% | +102.3% | +40.6% |
| 3Y | +61.1% | -92.6% | +153.6% | +95.5% |
| All | +27.2% | -99.3% | +126.6% | +87.1% |
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