-40.3%
LCID vs IAG
+5.3%
-45.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +7.8% |
| 7D | +20.0% | +24.0% | -4.0% | +13.8% |
| 30D | -5.0% | +5.5% | -10.5% | -7.5% |
| 3M | -48.9% | +8.3% | -57.2% | -50.3% |
| All | -40.3% | +5.3% | -45.6% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling