-97.0%
LCID vs IBN
+257.5%
-354.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.4% |
| 7D | -10.2% | +1.9% | -12.0% | -10.9% |
| 30D | -10.2% | +22.1% | -32.3% | -19.2% |
| 3M | -54.1% | +17.1% | -71.2% | -57.8% |
| 6M | -53.8% | +35.5% | -89.3% | -60.2% |
| YTD | -72.0% | +16.8% | -88.9% | -74.3% |
| 1Y | -80.5% | +12.4% | -92.9% | -81.7% |
| 3Y | -92.6% | +58.0% | -150.6% | -94.4% |
| 5Y | -99.3% | +73.7% | -173.0% | -99.5% |
| All | -97.0% | +257.5% | -354.5% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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