+62.3%
INDA vs LCID
-96.3%
+158.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.4% |
| 7D | +6.2% | +24.8% | -18.6% | +5.4% |
| 30D | +12.4% | -0.5% | +12.9% | +12.2% |
| 3M | +3.2% | -43.0% | +46.1% | +4.8% |
| 6M | +3.8% | -40.5% | +44.3% | +4.7% |
| YTD | -4.3% | -64.3% | +60.0% | -2.2% |
| 1Y | -4.5% | -78.1% | +73.6% | -1.0% |
| 3Y | +17.1% | -90.1% | +107.2% | +22.2% |
| 5Y | +11.0% | -99.1% | +110.1% | +21.9% |
| All | +62.3% | -96.3% | +158.6% | +85.4% |
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