+404.2%
IRM vs LCID
-96.5%
+500.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +3.5% |
| 7D | -3.8% | +20.0% | -23.8% | -4.8% |
| 30D | -3.2% | -5.0% | +1.8% | -3.1% |
| 3M | -7.8% | -48.9% | +41.1% | -4.6% |
| 6M | -12.7% | -43.2% | +30.5% | -11.1% |
| YTD | +36.7% | -65.9% | +102.6% | +42.6% |
| 1Y | +10.0% | -79.2% | +89.2% | +17.6% |
| 3Y | +107.2% | -90.4% | +197.6% | +123.7% |
| 5Y | +181.6% | -99.2% | +280.8% | +210.1% |
| All | +404.2% | -96.5% | +500.7% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling