-96.3%
LCID vs IAG
+325.2%
-421.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.3% |
| 7D | +8.9% | +3.4% | +5.5% | +8.4% |
| 30D | +6.8% | -2.7% | +9.5% | +7.1% |
| 3M | -45.2% | -0.5% | -44.7% | -45.3% |
| 6M | -39.1% | -4.8% | -34.3% | -39.2% |
| YTD | -65.3% | +9.6% | -74.9% | -66.4% |
| 1Y | -78.4% | +32.2% | -110.6% | -79.6% |
| 3Y | -90.3% | +692.5% | -782.9% | -93.2% |
| 5Y | -99.2% | +447.6% | -546.8% | -99.5% |
| All | -96.3% | +325.2% | -421.5% | -97.5% |
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