+39.8%
IJR vs LCID
-97.9%
+137.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -2.2% | -9.8% | +7.7% | -1.1% |
| 30D | -4.6% | -35.5% | +30.9% | -0.3% |
| 3M | +0.2% | -18.4% | +18.6% | +0.5% |
| 6M | +14.7% | -60.5% | +75.2% | +23.9% |
| YTD | +18.9% | -60.1% | +78.9% | +27.5% |
| 1Y | +19.9% | -78.8% | +98.7% | +37.3% |
| 3Y | +53.0% | -92.8% | +145.8% | +86.4% |
| All | +39.8% | -97.9% | +137.7% | +88.7% |
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