+5.4%
IYR vs LCID
-99.3%
+104.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.7% |
| 7D | +0.6% | -10.2% | +10.8% | +1.2% |
| 30D | +6.6% | -10.2% | +16.7% | +7.0% |
| 3M | -1.8% | -54.1% | +52.3% | +3.1% |
| 6M | +1.4% | -53.8% | +55.2% | +5.1% |
| YTD | +10.5% | -72.0% | +82.6% | +18.2% |
| 1Y | +10.6% | -80.5% | +91.2% | +21.6% |
| 3Y | +41.8% | -92.6% | +134.4% | +61.1% |
| All | +5.4% | -99.3% | +104.7% | +35.7% |
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