-42.0%
LCID vs INIO
-55.6%
+13.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.9% | -5.3% | -8.7% |
| 7D | -10.2% | +5.8% | -16.0% | -11.0% |
| 30D | -10.2% | -11.7% | +1.5% | -10.6% |
| 3M | -54.1% | -47.2% | -6.9% | -49.1% |
| All | -42.0% | -55.6% | +13.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling