-80.4%
LCID vs IAG
+25.8%
-106.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -5.1% | -6.2% | -10.1% |
| 7D | +9.2% | -2.1% | +11.3% | +9.9% |
| 30D | -3.0% | -6.2% | +3.2% | -2.0% |
| 3M | -50.2% | -5.1% | -45.1% | -49.8% |
| 6M | -45.8% | -10.0% | -35.9% | -45.1% |
| YTD | -69.2% | +3.9% | -73.1% | -72.0% |
| 1Y | -80.4% | +18.9% | -99.2% | -84.4% |
| All | -80.4% | +25.8% | -106.2% | -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