+420.0%
IRM vs LCID
-95.8%
+515.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.0% | -0.3% |
| 7D | +3.0% | -9.3% | +12.4% | +3.6% |
| 30D | -5.2% | -35.4% | +30.2% | -3.0% |
| 3M | -8.0% | -17.1% | +9.1% | -8.0% |
| 6M | +9.2% | -58.9% | +68.1% | +13.2% |
| YTD | +41.0% | -59.6% | +100.6% | +46.0% |
| 1Y | +23.3% | -78.0% | +101.2% | +31.4% |
| 3Y | +102.8% | -92.7% | +195.5% | +120.8% |
| 5Y | +192.8% | -97.8% | +290.6% | +229.5% |
| All | +420.0% | -95.8% | +515.9% | +492.5% |
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