+69.6%
IWM vs LCID
-92.2%
+161.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.7% |
| 7D | +1.4% | -10.2% | +11.6% | +2.4% |
| 30D | +2.3% | -10.2% | +12.5% | +3.0% |
| 3M | -8.3% | -54.1% | +45.8% | -1.3% |
| 6M | -1.3% | -53.8% | +52.4% | +4.4% |
| YTD | +13.5% | -72.0% | +85.6% | +26.0% |
| 1Y | +18.4% | -80.5% | +98.9% | +36.5% |
| 3Y | +69.6% | -92.6% | +162.2% | +111.9% |
| All | +69.6% | -92.2% | +161.8% | +111.9% |
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