+53.2%
ITW vs LCID
-95.9%
+149.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -2.4% | -9.1% | +6.8% | -1.9% |
| 30D | -9.5% | -37.6% | +28.1% | -7.4% |
| 3M | +6.6% | -11.1% | +17.7% | +6.3% |
| 6M | -1.8% | -59.2% | +57.4% | +1.8% |
| YTD | +9.0% | -60.5% | +69.5% | +12.8% |
| 1Y | +3.6% | -78.5% | +82.1% | +10.4% |
| 3Y | +19.4% | -92.8% | +112.3% | +30.8% |
| 5Y | +36.4% | -97.9% | +134.3% | +54.6% |
| All | +53.2% | -95.9% | +149.1% | +74.5% |
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