+173.3%
IRM vs LCID
-99.2%
+272.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.4% | 0.0% |
| 7D | -8.6% | +8.9% | -17.5% | -9.3% |
| 30D | -8.0% | -15.4% | +7.5% | -6.9% |
| 3M | -12.0% | -52.9% | +40.9% | -6.5% |
| 6M | -18.2% | -46.8% | +28.7% | -15.3% |
| YTD | +31.4% | -68.9% | +100.2% | +41.6% |
| 1Y | +9.2% | -81.7% | +90.8% | +23.1% |
| 3Y | +94.6% | -92.4% | +187.0% | +125.2% |
| All | +173.3% | -99.2% | +272.6% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling