+64.1%
IWM vs LCID
-92.6%
+156.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | +0.1% | -6.6% | +6.7% | +0.8% |
| 30D | -1.3% | -30.1% | +28.9% | +2.4% |
| 3M | +1.6% | -17.6% | +19.2% | +1.8% |
| 6M | +13.6% | -54.4% | +68.0% | +21.3% |
| YTD | +20.8% | -55.7% | +76.5% | +28.8% |
| 1Y | +26.4% | -71.0% | +97.5% | +40.8% |
| All | +64.1% | -92.6% | +156.7% | +108.2% |
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