+122.0%
IJR vs LCID
-95.4%
+217.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.2% |
| 7D | -0.2% | -6.6% | +6.4% | +0.4% |
| 30D | -2.4% | -30.1% | +27.7% | +0.5% |
| 3M | +3.9% | -17.6% | +21.5% | +4.1% |
| 6M | +12.4% | -54.4% | +66.8% | +18.2% |
| YTD | +21.5% | -55.7% | +77.2% | +27.6% |
| 1Y | +24.0% | -71.0% | +95.0% | +34.5% |
| 3Y | +49.7% | -92.6% | +142.3% | +74.5% |
| 5Y | +39.7% | -97.6% | +137.3% | +71.7% |
| All | +122.0% | -95.4% | +217.4% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling