+42.3%
IDXX vs LCID
-95.9%
+138.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.5% |
| 7D | -5.7% | -9.8% | +4.1% | -4.8% |
| 30D | -11.5% | -35.5% | +23.9% | -8.0% |
| 3M | -9.5% | -18.4% | +8.8% | -9.2% |
| 6M | -16.0% | -60.5% | +44.5% | -10.0% |
| YTD | -25.4% | -60.1% | +34.7% | -20.6% |
| 1Y | -21.8% | -78.8% | +57.0% | -12.0% |
| 3Y | +7.0% | -92.8% | +99.8% | +27.0% |
| 5Y | -26.0% | -97.9% | +71.9% | -4.1% |
| All | +42.3% | -95.9% | +138.1% | +95.8% |
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