+86.1%
IOVA vs LCID
-93.0%
+179.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.4% | -6.5% | +0.9% |
| 7D | -5.2% | +8.9% | -14.1% | -7.6% |
| 30D | -37.8% | -15.4% | -22.3% | -34.6% |
| 3M | +29.5% | -52.9% | +82.3% | +57.8% |
| 6M | +96.6% | -46.8% | +143.4% | +124.9% |
| YTD | +194.5% | -68.9% | +263.4% | +277.3% |
| 1Y | +248.1% | -81.7% | +329.7% | +407.2% |
| 3Y | +86.1% | -92.4% | +178.5% | +221.3% |
| All | +86.1% | -93.0% | +179.1% | +221.3% |
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