-97.0%
LCID vs IAG
+307.5%
-404.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.4% |
| 7D | -10.2% | -7.7% | -2.5% | -9.1% |
| 30D | -10.2% | +1.6% | -11.8% | -10.4% |
| 3M | -54.1% | -2.4% | -51.7% | -54.0% |
| 6M | -53.8% | -7.8% | -45.9% | -53.5% |
| YTD | -72.0% | +5.0% | -77.1% | -72.7% |
| 1Y | -80.5% | +25.7% | -106.2% | -81.5% |
| 3Y | -92.6% | +694.5% | -787.1% | -94.7% |
| 5Y | -99.3% | +421.7% | -521.0% | -99.6% |
| All | -97.0% | +307.5% | -404.5% | -98.0% |
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