+41.7%
LII vs LCID
-97.1%
+138.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +1.8% |
| 7D | +2.9% | -10.2% | +13.1% | +3.7% |
| 30D | +0.9% | -10.2% | +11.1% | +1.3% |
| 3M | -15.5% | -54.1% | +38.6% | -10.9% |
| 6M | -30.2% | -53.8% | +23.5% | -27.4% |
| YTD | -26.8% | -72.0% | +45.2% | -21.1% |
| 1Y | -25.3% | -80.5% | +55.2% | -17.2% |
| 3Y | -7.8% | -92.6% | +84.8% | +5.8% |
| 5Y | +17.0% | -99.3% | +116.3% | +44.7% |
| All | +41.7% | -97.1% | +138.8% | +72.2% |
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