+111.8%
IRM vs LCID
-92.2%
+204.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.2% | +8.5% | 0.0% |
| 7D | +6.8% | -10.2% | +17.0% | +7.6% |
| 30D | +2.6% | -10.2% | +12.8% | +3.2% |
| 3M | -9.5% | -54.1% | +44.6% | -4.3% |
| 6M | -8.5% | -53.8% | +45.3% | -4.6% |
| YTD | +40.3% | -72.0% | +112.3% | +51.5% |
| 1Y | +28.7% | -80.5% | +109.2% | +42.8% |
| 3Y | +111.8% | -92.6% | +204.4% | +147.1% |
| All | +111.8% | -92.2% | +204.0% | +147.1% |
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