+150.1%
IVV vs LCID
-96.4%
+246.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.5% |
| 7D | -0.9% | +8.9% | -9.8% | -1.5% |
| 30D | -2.3% | +6.8% | -9.2% | -2.9% |
| 3M | -1.2% | -45.2% | +44.1% | +2.0% |
| 6M | +3.3% | -39.1% | +42.4% | +4.9% |
| YTD | +12.3% | -65.3% | +77.6% | +17.4% |
| 1Y | +12.5% | -78.4% | +90.9% | +20.9% |
| 3Y | +79.2% | -90.3% | +169.5% | +95.4% |
| 5Y | +75.6% | -99.2% | +174.8% | +109.5% |
| All | +150.1% | -96.4% | +246.5% | +203.0% |
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 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