-85.0%
LCID vs IRE
-98.1%
+13.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -14.4% | +5.2% | -7.7% |
| 7D | -10.2% | -31.8% | +21.7% | -6.9% |
| 30D | -10.2% | -71.8% | +61.6% | -1.2% |
| 3M | -54.1% | -88.9% | +34.8% | -45.5% |
| 6M | -53.8% | -95.4% | +41.6% | -42.6% |
| YTD | -72.0% | -94.2% | +22.2% | -69.1% |
| 1Y | -80.5% | -97.1% | +16.6% | -78.0% |
| All | -85.0% | -98.1% | +13.1% | -82.8% |
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 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