+54.4%
IBB vs LCID
-95.5%
+149.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.7% | +1.8% | -3.4% | -1.8% |
| 30D | +4.9% | -34.2% | +39.1% | +8.5% |
| 3M | +24.2% | -9.1% | +33.4% | +23.4% |
| 6M | +23.8% | -52.6% | +76.5% | +29.6% |
| YTD | +23.0% | -56.2% | +79.2% | +29.0% |
| 1Y | +46.2% | -74.9% | +121.1% | +60.1% |
| 3Y | +64.8% | -92.1% | +156.9% | +90.0% |
| 5Y | +20.9% | -97.6% | +118.5% | +49.1% |
| All | +54.4% | -95.5% | +149.9% | +89.7% |
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