+71.8%
IGV vs LCID
-96.4%
+168.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +2.2% |
| 7D | -1.3% | +8.9% | -10.2% | -2.3% |
| 30D | -8.1% | +6.8% | -15.0% | -9.0% |
| 3M | -1.6% | -45.2% | +43.6% | +4.0% |
| 6M | +12.7% | -39.1% | +51.9% | +16.0% |
| YTD | -3.3% | -65.3% | +62.0% | +4.6% |
| 1Y | -7.9% | -78.4% | +70.5% | +4.3% |
| 3Y | +40.3% | -90.3% | +130.7% | +62.9% |
| 5Y | +17.3% | -99.2% | +116.5% | +64.3% |
| All | +71.8% | -96.4% | +168.2% | +139.6% |
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