+70.0%
IGV vs LCID
-97.1%
+167.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +9.0% | +0.7% |
| 7D | +2.3% | -10.2% | +12.5% | +3.3% |
| 30D | -6.0% | -10.2% | +4.2% | -5.3% |
| 3M | -4.8% | -54.1% | +49.3% | +2.5% |
| 6M | +14.2% | -53.8% | +68.0% | +20.9% |
| YTD | -4.2% | -72.0% | +67.8% | +5.8% |
| 1Y | -5.3% | -80.5% | +75.3% | +8.4% |
| 3Y | +38.8% | -92.6% | +131.3% | +65.5% |
| 5Y | +14.2% | -99.3% | +113.5% | +63.3% |
| All | +70.0% | -97.1% | +167.2% | +142.3% |
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