-95.7%
LCID vs IAG
+383.3%
-479.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -8.1% |
| 7D | -9.3% | +1.7% | -11.0% | -9.6% |
| 30D | -35.4% | +11.4% | -46.8% | -36.4% |
| 3M | -17.1% | +33.0% | -50.1% | -20.8% |
| 6M | -58.9% | -6.0% | -52.9% | -59.0% |
| YTD | -59.6% | +24.6% | -84.2% | -61.5% |
| 1Y | -78.0% | +105.0% | -183.0% | -80.4% |
| 3Y | -92.7% | +837.9% | -930.6% | -95.0% |
| 5Y | -97.8% | +817.0% | -914.8% | -98.6% |
| All | -95.7% | +383.3% | -479.0% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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