+235.2%
IVZ vs LCID
-96.5%
+331.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.7% | +5.6% |
| 7D | +4.1% | +20.0% | -15.9% | +1.9% |
| 30D | -2.0% | -5.0% | +3.0% | -1.8% |
| 3M | -7.8% | -48.9% | +41.0% | -1.2% |
| 6M | +6.3% | -43.2% | +49.5% | +10.4% |
| YTD | +12.6% | -65.9% | +78.5% | +23.3% |
| 1Y | +27.6% | -79.2% | +106.8% | +47.3% |
| 3Y | +154.0% | -90.4% | +244.4% | +202.4% |
| 5Y | +37.3% | -99.2% | +136.5% | +91.6% |
| All | +235.2% | -96.5% | +331.6% | +350.5% |
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