+42.8%
IDXX vs LCID
-95.9%
+138.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -4.3% | -9.1% | +4.8% | -3.5% |
| 30D | -13.7% | -37.6% | +24.0% | -9.9% |
| 3M | -9.1% | -11.1% | +2.0% | -9.5% |
| 6M | -15.4% | -59.2% | +43.8% | -9.7% |
| YTD | -25.1% | -60.5% | +35.3% | -20.2% |
| 1Y | -20.6% | -78.5% | +57.9% | -10.8% |
| 3Y | +8.7% | -92.8% | +101.6% | +29.1% |
| 5Y | -25.7% | -97.9% | +72.2% | -3.6% |
| All | +42.8% | -95.9% | +138.7% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling