-95.7%
LCID vs IFF
-21.0%
-74.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -9.8% | -3.2% | -6.7% | -8.2% |
| 30D | -35.5% | -0.3% | -35.2% | -35.4% |
| 3M | -18.4% | +8.4% | -26.8% | -22.8% |
| 6M | -60.5% | +23.0% | -83.5% | -65.7% |
| YTD | -60.1% | +25.5% | -85.5% | -66.2% |
| 1Y | -78.8% | +29.1% | -107.9% | -82.5% |
| 3Y | -92.8% | +31.7% | -124.4% | -94.1% |
| 5Y | -97.9% | -35.2% | -62.7% | -97.3% |
| All | -95.7% | -21.0% | -74.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling