+146.8%
IWD vs LCID
-96.4%
+243.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -0.6% | +8.9% | -9.5% | -1.1% |
| 30D | +3.6% | +6.8% | -3.2% | +3.1% |
| 3M | +2.7% | -45.2% | +47.9% | +5.4% |
| 6M | +13.2% | -39.1% | +52.3% | +14.6% |
| YTD | +26.8% | -65.3% | +92.0% | +31.5% |
| 1Y | +29.3% | -78.4% | +107.7% | +37.2% |
| 3Y | +85.1% | -90.3% | +175.5% | +98.9% |
| 5Y | +74.2% | -99.2% | +173.4% | +99.3% |
| All | +146.8% | -96.4% | +243.2% | +184.3% |
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