+107.6%
IWM vs LCID
-95.4%
+203.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +1.6% | -17.6% | +19.2% | +1.8% |
| 6M | +13.6% | -54.4% | +68.0% | +20.4% |
| YTD | +20.8% | -55.7% | +76.5% | +27.9% |
| 1Y | +26.4% | -71.0% | +97.5% | +39.1% |
| 3Y | +60.7% | -92.6% | +153.3% | +92.6% |
| 5Y | +38.2% | -97.6% | +135.8% | +77.3% |
| All | +107.6% | -95.4% | +203.1% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling