-90.4%
LCID vs IAG
+755.2%
-845.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +8.4% |
| 7D | +20.0% | +24.0% | -4.0% | +15.7% |
| 30D | -5.0% | +5.5% | -10.5% | -6.1% |
| 3M | -48.9% | +8.3% | -57.2% | -49.7% |
| 6M | -43.2% | +6.1% | -49.3% | -44.3% |
| YTD | -65.9% | +20.3% | -86.3% | -67.8% |
| 1Y | -79.2% | +56.5% | -135.6% | -81.1% |
| 3Y | -90.4% | +762.6% | -853.0% | -94.9% |
| All | -90.4% | +755.2% | -845.6% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling