+39.1%
IGV vs LCID
-91.7%
+130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -1.1% |
| 7D | -5.2% | +8.9% | -14.1% | -6.0% |
| 30D | -10.0% | -15.4% | +5.4% | -8.9% |
| 3M | -0.5% | -52.9% | +52.3% | +5.5% |
| 6M | +12.6% | -46.8% | +59.5% | +16.7% |
| YTD | -6.4% | -68.9% | +62.4% | +0.8% |
| 1Y | -9.5% | -81.7% | +72.2% | +1.4% |
| All | +39.1% | -91.7% | +130.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling