-78.0%
LCID vs IAG
+102.4%
-180.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -8.2% |
| 7D | -9.3% | +1.7% | -11.0% | -9.7% |
| 30D | -35.4% | +11.4% | -46.8% | -36.9% |
| 3M | -17.1% | +33.0% | -50.1% | -22.8% |
| 6M | -58.9% | -6.0% | -52.9% | -58.7% |
| YTD | -59.6% | +24.6% | -84.2% | -63.9% |
| 1Y | -78.0% | +105.0% | -183.0% | -84.4% |
| All | -78.0% | +102.4% | -180.3% | -84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling