+28.8%
IVZ vs LCID
-99.2%
+128.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -11.6% | +3.6% | -6.3% |
| 7D | -6.7% | -6.9% | +0.2% | -5.7% |
| 30D | -10.9% | -28.4% | +17.5% | -6.8% |
| 3M | -14.8% | -55.5% | +40.7% | -5.0% |
| 6M | +2.4% | -52.3% | +54.7% | +10.2% |
| YTD | +5.4% | -71.8% | +77.2% | +21.8% |
| 1Y | +19.6% | -82.7% | +102.3% | +47.9% |
| 3Y | +122.4% | -93.5% | +216.0% | +195.9% |
| 5Y | +28.8% | -99.3% | +128.0% | +119.0% |
| All | +28.8% | -99.2% | +128.0% | +119.0% |
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