+37.6%
LII vs LCID
-96.8%
+134.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -2.8% |
| 7D | -0.6% | +8.9% | -9.6% | -1.4% |
| 30D | -4.6% | -15.4% | +10.8% | -3.6% |
| 3M | -21.2% | -52.9% | +31.6% | -16.9% |
| 6M | -36.4% | -46.8% | +10.4% | -34.5% |
| YTD | -28.9% | -68.9% | +39.9% | -23.9% |
| 1Y | -29.5% | -81.7% | +52.2% | -21.5% |
| 3Y | -8.6% | -92.4% | +83.8% | +4.7% |
| 5Y | +20.2% | -99.2% | +119.4% | +47.7% |
| All | +37.6% | -96.8% | +134.4% | +66.1% |
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