+25.0%
IWM vs LCID
-74.3%
+99.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.4% | +1.8% | -0.3% | +1.2% |
| 30D | -2.3% | -34.2% | +31.9% | +1.7% |
| 3M | +4.0% | -9.1% | +13.1% | +2.5% |
| 6M | +17.9% | -52.6% | +70.5% | +28.0% |
| YTD | +20.2% | -56.2% | +76.4% | +31.3% |
| 1Y | +25.0% | -74.9% | +99.9% | +53.3% |
| All | +25.0% | -74.3% | +99.2% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling