+62.5%
IBB vs LCID
-96.4%
+158.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | -1.4% | +8.9% | -10.3% | -2.2% |
| 30D | +6.8% | +6.8% | 0.0% | +5.9% |
| 3M | +9.2% | -45.2% | +54.4% | +14.3% |
| 6M | +28.3% | -39.1% | +67.5% | +31.3% |
| YTD | +29.4% | -65.3% | +94.7% | +37.9% |
| 1Y | +33.2% | -78.4% | +111.6% | +47.4% |
| 3Y | +90.2% | -90.3% | +180.5% | +115.1% |
| 5Y | +44.0% | -99.2% | +143.2% | +87.9% |
| All | +62.5% | -96.4% | +158.9% | +102.7% |
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