+69.8%
ICE vs LCID
-95.8%
+165.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.5% |
| 7D | -0.9% | -9.3% | +8.5% | -0.5% |
| 30D | +4.0% | -35.4% | +39.4% | +5.7% |
| 3M | +11.0% | -17.1% | +28.1% | +10.9% |
| 6M | -5.0% | -58.9% | +54.0% | -2.3% |
| YTD | -2.7% | -59.6% | +56.9% | -0.1% |
| 1Y | -8.6% | -78.0% | +69.4% | -4.1% |
| 3Y | +41.4% | -92.7% | +134.0% | +51.8% |
| 5Y | +39.9% | -97.8% | +137.7% | +55.3% |
| All | +69.8% | -95.8% | +165.7% | +83.3% |
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