+92.6%
IOVA vs LCID
-92.2%
+184.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.2% | +10.9% | +4.3% |
| 7D | -3.5% | -10.2% | +6.7% | -1.0% |
| 30D | -45.4% | -10.2% | -35.2% | -43.6% |
| 3M | +19.0% | -54.1% | +73.1% | +45.7% |
| 6M | +112.0% | -53.8% | +165.8% | +150.8% |
| YTD | +184.2% | -72.0% | +256.3% | +273.1% |
| 1Y | +222.0% | -80.5% | +302.5% | +360.5% |
| 3Y | +92.6% | -92.6% | +185.1% | +236.8% |
| All | +92.6% | -92.2% | +184.7% | +236.8% |
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