-95.7%
LCID vs IFF
-20.3%
-75.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.2% | -6.9% |
| 7D | -9.3% | -3.0% | -6.3% | -7.7% |
| 30D | -35.4% | -0.9% | -34.5% | -35.1% |
| 3M | -17.1% | +11.8% | -28.9% | -22.7% |
| 6M | -58.9% | +16.5% | -75.5% | -63.3% |
| YTD | -59.6% | +26.5% | -86.1% | -66.0% |
| 1Y | -78.0% | +32.7% | -110.7% | -82.1% |
| 3Y | -92.7% | +32.0% | -124.7% | -94.1% |
| 5Y | -97.8% | -36.1% | -61.8% | -97.3% |
| All | -95.7% | -20.3% | -75.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling