+145.6%
IWD vs LCID
-96.5%
+242.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.5% |
| 7D | +1.3% | +20.0% | -18.7% | +0.3% |
| 30D | +3.6% | -5.0% | +8.6% | +3.6% |
| 3M | +2.3% | -48.9% | +51.2% | +5.4% |
| 6M | +13.0% | -43.2% | +56.3% | +14.9% |
| YTD | +26.2% | -65.9% | +92.1% | +31.0% |
| 1Y | +30.5% | -79.2% | +109.6% | +38.7% |
| 3Y | +86.2% | -90.4% | +176.6% | +100.2% |
| 5Y | +72.9% | -99.2% | +172.1% | +97.9% |
| All | +145.6% | -96.5% | +242.1% | +183.3% |
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