+427.4%
IRM vs LCID
-95.4%
+522.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.5% | -6.6% | +6.1% | -0.1% |
| 30D | -8.1% | -30.1% | +22.1% | -6.4% |
| 3M | -9.7% | -17.6% | +7.9% | -9.6% |
| 6M | +10.0% | -54.4% | +64.4% | +13.4% |
| YTD | +43.0% | -55.7% | +98.7% | +47.3% |
| 1Y | +32.7% | -71.0% | +103.7% | +39.5% |
| 3Y | +102.7% | -92.6% | +195.4% | +120.3% |
| 5Y | +187.6% | -97.6% | +285.2% | +222.3% |
| All | +427.4% | -95.4% | +522.9% | +498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling