-95.3%
LCID vs IAG
+381.9%
-477.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | -30.1% | +28.9% | -59.0% | -32.7% |
| 3M | -17.6% | +19.1% | -36.7% | -20.0% |
| 6M | -54.4% | -10.3% | -44.2% | -54.2% |
| YTD | -55.7% | +24.2% | -79.9% | -57.8% |
| 1Y | -71.0% | +116.5% | -187.5% | -74.3% |
| 3Y | -92.6% | +742.8% | -835.4% | -94.9% |
| 5Y | -97.6% | +753.3% | -850.9% | -98.5% |
| All | -95.3% | +381.9% | -477.2% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling