+64.2%
IWM vs LCID
-93.0%
+157.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.4% | -0.1% |
| 7D | -2.0% | +8.9% | -11.0% | -3.0% |
| 30D | -1.5% | -15.4% | +14.0% | -0.1% |
| 3M | -8.0% | -52.9% | +44.9% | -1.1% |
| 6M | -4.1% | -46.8% | +42.7% | 0.0% |
| YTD | +11.9% | -68.9% | +80.8% | +23.1% |
| 1Y | +15.0% | -81.7% | +96.7% | +33.8% |
| 3Y | +64.2% | -92.4% | +156.6% | +104.8% |
| All | +64.2% | -93.0% | +157.2% | +104.8% |
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