+89.5%
ICE vs LCID
-96.5%
+186.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +0.7% |
| 7D | +1.0% | +20.0% | -19.0% | +0.2% |
| 30D | +11.4% | -5.0% | +16.4% | +11.4% |
| 3M | +16.2% | -48.9% | +65.0% | +18.9% |
| 6M | +12.5% | -43.2% | +55.7% | +13.9% |
| YTD | +8.6% | -65.9% | +74.5% | +11.9% |
| 1Y | +18.4% | -79.2% | +97.5% | +24.3% |
| 3Y | +66.4% | -90.4% | +156.8% | +76.0% |
| 5Y | +37.2% | -99.2% | +136.4% | +55.1% |
| All | +89.5% | -96.5% | +186.0% | +105.4% |
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