+40.6%
LII vs LCID
-96.5%
+137.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +1.5% |
| 7D | -1.2% | +20.0% | -21.2% | -2.7% |
| 30D | -2.0% | -5.0% | +3.1% | -1.9% |
| 3M | -20.2% | -48.9% | +28.6% | -16.4% |
| 6M | -32.5% | -43.2% | +10.7% | -30.9% |
| YTD | -27.4% | -65.9% | +38.6% | -22.8% |
| 1Y | -28.2% | -79.2% | +51.0% | -20.8% |
| 3Y | -7.2% | -90.4% | +83.2% | +4.5% |
| 5Y | +19.9% | -99.2% | +119.1% | +46.2% |
| All | +40.6% | -96.5% | +137.1% | +68.5% |
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