-81.7%
LCID vs IRE
-97.3%
+15.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +11.9% | +9.7% |
| 7D | +20.0% | -15.5% | +35.5% | +19.8% |
| 30D | -5.0% | -70.4% | +65.4% | +3.8% |
| 3M | -48.9% | -81.6% | +32.7% | -42.2% |
| 6M | -43.2% | -94.7% | +51.5% | -30.4% |
| YTD | -65.9% | -91.8% | +25.8% | -63.6% |
| 1Y | -79.2% | -97.6% | +18.4% | -76.5% |
| All | -81.7% | -97.3% | +15.6% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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