+231.9%
IVZ vs LCID
-96.4%
+328.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.5% |
| 7D | -2.8% | +8.9% | -11.7% | -3.8% |
| 30D | -2.2% | +6.8% | -9.0% | -3.2% |
| 3M | -8.1% | -45.2% | +37.1% | -2.2% |
| 6M | +3.8% | -39.1% | +42.9% | +6.9% |
| YTD | +11.5% | -65.3% | +76.7% | +21.8% |
| 1Y | +23.7% | -78.4% | +102.1% | +42.2% |
| 3Y | +145.8% | -90.3% | +236.1% | +192.3% |
| 5Y | +36.1% | -99.2% | +135.3% | +89.6% |
| All | +231.9% | -96.4% | +328.3% | +345.1% |
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