+49.0%
IYR vs LCID
-96.4%
+145.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.1% |
| 7D | -1.2% | +8.9% | -10.1% | -1.7% |
| 30D | +6.1% | +6.8% | -0.7% | +5.5% |
| 3M | +0.9% | -45.2% | +46.2% | +3.8% |
| 6M | +1.2% | -39.1% | +40.3% | +2.5% |
| YTD | +11.1% | -65.3% | +76.4% | +15.5% |
| 1Y | +9.0% | -78.4% | +87.4% | +16.2% |
| 3Y | +41.4% | -90.3% | +131.8% | +52.9% |
| 5Y | +6.7% | -99.2% | +105.8% | +22.7% |
| All | +49.0% | -96.4% | +145.4% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling