+23.8%
IWM vs LCID
-99.3%
+123.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.8% |
| 7D | +1.4% | -10.2% | +11.6% | +2.6% |
| 30D | +2.3% | -10.2% | +12.5% | +3.1% |
| 3M | -8.3% | -54.1% | +45.8% | +0.1% |
| 6M | -1.3% | -53.8% | +52.4% | +5.4% |
| YTD | +13.5% | -72.0% | +85.6% | +28.1% |
| 1Y | +18.4% | -80.5% | +98.9% | +39.7% |
| 3Y | +69.6% | -92.6% | +162.2% | +111.9% |
| All | +23.8% | -99.3% | +123.1% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling