+12.0%
IRM vs LCID
-79.5%
+91.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +3.0% |
| 7D | -3.8% | +20.0% | -23.8% | -5.5% |
| 30D | -3.2% | -5.0% | +1.8% | -3.1% |
| 3M | -7.8% | -48.9% | +41.1% | -2.1% |
| 6M | -12.7% | -43.2% | +30.5% | -9.6% |
| YTD | +36.7% | -65.9% | +102.6% | +52.3% |
| All | +12.0% | -79.5% | +91.5% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling