-95.3%
LCID vs INVH
+18.9%
-114.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +1.8% | -3.1% | +4.9% | +3.7% |
| 30D | -34.2% | -7.1% | -27.2% | -31.4% |
| 3M | -9.1% | -3.0% | -6.2% | -8.0% |
| 6M | -52.6% | +10.1% | -62.7% | -56.2% |
| YTD | -56.2% | +3.8% | -60.0% | -58.0% |
| 1Y | -74.9% | -2.1% | -72.8% | -75.0% |
| 3Y | -92.1% | -7.0% | -85.1% | -91.9% |
| 5Y | -97.6% | -20.6% | -77.0% | -97.4% |
| All | -95.3% | +18.9% | -114.3% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 all: compounded portfolio wealth divided by compounded INVH 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…
all analysis · Full analysis span regression · 6 months rolling