+4.8%
IYR vs LCID
-97.7%
+102.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | +1.8% | -2.1% | -0.5% |
| 30D | -2.5% | -34.2% | +31.7% | +0.1% |
| 3M | +1.5% | -9.1% | +10.6% | +0.8% |
| 6M | +3.9% | -52.6% | +56.5% | +7.7% |
| YTD | +9.5% | -56.2% | +65.7% | +13.8% |
| 1Y | +7.5% | -74.9% | +82.3% | +16.0% |
| 3Y | +30.8% | -92.1% | +122.9% | +48.2% |
| 5Y | +4.8% | -97.6% | +102.3% | +27.3% |
| All | +4.8% | -97.7% | +102.5% | +27.3% |
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