+68.6%
IWF vs LCID
-90.9%
+159.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.3% |
| 7D | -1.0% | +20.0% | -21.0% | -2.3% |
| 30D | -10.1% | -5.0% | -5.1% | -10.0% |
| 3M | -7.6% | -48.9% | +41.3% | -4.0% |
| 6M | -6.7% | -43.2% | +36.5% | -4.7% |
| YTD | -2.5% | -65.9% | +63.4% | +2.5% |
| 1Y | -2.1% | -79.2% | +77.1% | +6.1% |
| 3Y | +68.6% | -90.4% | +159.1% | +85.0% |
| All | +68.6% | -90.9% | +159.6% | +85.0% |
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