-83.3%
LCID vs IRE
-97.2%
+13.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +39.6% | -29.2% | +6.4% |
| 7D | +8.9% | -27.2% | +36.1% | +10.2% |
| 30D | -15.4% | -75.1% | +59.7% | -6.0% |
| 3M | -52.9% | -77.9% | +25.0% | -47.7% |
| 6M | -46.8% | -94.6% | +47.7% | -35.1% |
| YTD | -68.9% | -91.5% | +22.7% | -66.8% |
| 1Y | -81.7% | -97.8% | +16.1% | -79.2% |
| All | -83.3% | -97.2% | +13.9% | -81.6% |
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