-92.2%
LCID vs IAG
+790.4%
-882.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | -30.1% | +28.9% | -59.0% | -33.1% |
| 3M | -17.6% | +19.1% | -36.7% | -20.4% |
| 6M | -54.4% | -10.3% | -44.2% | -54.2% |
| YTD | -55.7% | +24.2% | -79.9% | -58.2% |
| 1Y | -71.0% | +116.5% | -187.5% | -74.9% |
| All | -92.2% | +790.4% | -882.6% | -95.7% |
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