+94.4%
ICE vs LCID
-97.1%
+191.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +0.7% |
| 7D | +3.6% | -10.2% | +13.8% | +4.0% |
| 30D | +15.1% | -10.2% | +25.3% | +15.3% |
| 3M | +15.4% | -54.1% | +69.5% | +18.5% |
| 6M | +16.1% | -53.8% | +69.9% | +18.5% |
| YTD | +11.4% | -72.0% | +83.4% | +15.6% |
| 1Y | +18.5% | -80.5% | +99.0% | +24.7% |
| 3Y | +70.5% | -92.6% | +163.1% | +82.2% |
| 5Y | +40.9% | -99.3% | +140.3% | +60.4% |
| All | +94.4% | -97.1% | +191.5% | +112.2% |
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