+9.0%
IYR vs LCID
-78.8%
+87.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.1% |
| 7D | -1.2% | +8.9% | -10.1% | -1.5% |
| 30D | +6.1% | +6.8% | -0.7% | +5.7% |
| 3M | +0.9% | -45.2% | +46.2% | +2.0% |
| 6M | +1.2% | -39.1% | +40.3% | +1.5% |
| YTD | +11.1% | -65.3% | +76.4% | +14.6% |
| 1Y | +9.0% | -78.4% | +87.4% | +17.5% |
| All | +9.0% | -78.8% | +87.8% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling