+35.0%
ITW vs LCID
-97.8%
+132.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.0% | -1.2% |
| 7D | -1.9% | -9.3% | +7.4% | -1.3% |
| 30D | -10.4% | -35.4% | +25.0% | -7.8% |
| 3M | +3.5% | -17.1% | +20.6% | +3.5% |
| 6M | -3.4% | -58.9% | +55.6% | +1.3% |
| YTD | +8.5% | -59.6% | +68.1% | +13.5% |
| 1Y | +3.2% | -78.0% | +81.2% | +12.5% |
| 3Y | +18.9% | -92.7% | +111.6% | +35.4% |
| 5Y | +35.0% | -97.8% | +132.9% | +62.0% |
| All | +35.0% | -97.8% | +132.8% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling