+142.1%
IVV vs LCID
-96.8%
+238.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.3% |
| 7D | -2.7% | +8.9% | -11.6% | -3.3% |
| 30D | -5.4% | -15.4% | +10.1% | -4.6% |
| 3M | -4.1% | -52.9% | +48.8% | 0.0% |
| 6M | +0.7% | -46.8% | +47.6% | +3.2% |
| YTD | +8.7% | -68.9% | +77.6% | +14.5% |
| 1Y | +11.0% | -81.7% | +92.7% | +20.5% |
| 3Y | +75.4% | -92.4% | +167.8% | +94.2% |
| 5Y | +68.3% | -99.2% | +167.5% | +101.9% |
| All | +142.1% | -96.8% | +238.9% | +195.3% |
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