+45.0%
ICE vs LCID
-97.6%
+142.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.1% |
| 7D | -0.7% | -6.6% | +5.9% | -0.4% |
| 30D | +7.6% | -30.1% | +37.8% | +9.4% |
| 3M | +13.9% | -17.6% | +31.5% | +13.9% |
| 6M | -2.4% | -54.4% | +52.1% | +0.4% |
| YTD | +0.3% | -55.7% | +56.0% | +3.1% |
| 1Y | -6.4% | -71.0% | +64.6% | -2.0% |
| 3Y | +43.1% | -92.6% | +135.7% | +57.1% |
| All | +45.0% | -97.6% | +142.6% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling