+63.5%
IBB vs LCID
-96.5%
+160.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +2.0% |
| 7D | +2.7% | +20.0% | -17.3% | +1.0% |
| 30D | +6.3% | -5.0% | +11.3% | +6.5% |
| 3M | +11.1% | -48.9% | +59.9% | +17.0% |
| 6M | +29.2% | -43.2% | +72.4% | +33.0% |
| YTD | +30.2% | -65.9% | +96.2% | +39.0% |
| 1Y | +39.5% | -79.2% | +118.7% | +54.9% |
| 3Y | +92.3% | -90.4% | +182.8% | +117.7% |
| 5Y | +43.0% | -99.2% | +142.2% | +86.8% |
| All | +63.5% | -96.5% | +160.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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