-97.9%
LCID vs IFF
-36.2%
-61.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -9.1% | -2.8% | -6.3% | -7.6% |
| 30D | -37.6% | -1.1% | -36.5% | -37.2% |
| 3M | -11.1% | +13.8% | -24.9% | -18.2% |
| 6M | -59.2% | +16.7% | -75.8% | -63.7% |
| YTD | -60.5% | +26.1% | -86.6% | -66.9% |
| 1Y | -78.5% | +33.5% | -112.0% | -82.8% |
| 3Y | -92.8% | +31.6% | -124.4% | -94.3% |
| 5Y | -97.9% | -34.9% | -63.0% | -97.2% |
| All | -97.9% | -36.2% | -61.7% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling