+98.7%
IWM vs LCID
-96.5%
+195.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +2.3% |
| 7D | +1.2% | +20.0% | -18.8% | -0.8% |
| 30D | +1.3% | -5.0% | +6.3% | +1.4% |
| 3M | -6.1% | -48.9% | +42.8% | -0.1% |
| 6M | -0.1% | -43.2% | +43.1% | +3.4% |
| YTD | +15.5% | -65.9% | +81.5% | +25.0% |
| 1Y | +18.1% | -79.2% | +97.3% | +34.2% |
| 3Y | +74.6% | -90.4% | +165.1% | +103.6% |
| 5Y | +24.6% | -99.2% | +123.8% | +69.6% |
| All | +98.7% | -96.5% | +195.2% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling