+27.4%
IVZ vs LCID
-99.2%
+126.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -1.5% |
| 7D | -2.4% | +8.9% | -11.4% | -3.7% |
| 30D | -11.2% | -15.4% | +4.2% | -9.4% |
| 3M | -14.0% | -52.9% | +38.9% | -4.9% |
| 6M | +0.5% | -46.8% | +47.3% | +6.3% |
| YTD | +5.4% | -68.9% | +74.3% | +19.9% |
| 1Y | +19.5% | -81.7% | +101.1% | +46.5% |
| 3Y | +128.7% | -92.4% | +221.1% | +196.4% |
| All | +27.4% | -99.2% | +126.6% | +113.5% |
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 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