-81.4%
LCID vs IRE
-97.5%
+16.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.1% | -14.8% | -3.9% |
| 7D | +8.9% | -15.1% | +24.0% | +9.3% |
| 30D | +6.8% | -71.4% | +78.2% | +16.8% |
| 3M | -45.2% | -81.2% | +35.9% | -38.4% |
| 6M | -39.1% | -93.7% | +54.6% | -26.8% |
| YTD | -65.3% | -92.2% | +26.9% | -62.8% |
| 1Y | -78.4% | -97.3% | +18.9% | -75.8% |
| All | -81.4% | -97.5% | +16.1% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling