-7.2%
LII vs LCID
-90.9%
+83.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +1.3% |
| 7D | -1.2% | +20.0% | -21.2% | -2.9% |
| 30D | -2.0% | -5.0% | +3.1% | -1.9% |
| 3M | -20.2% | -48.9% | +28.6% | -15.7% |
| 6M | -32.5% | -43.2% | +10.7% | -30.6% |
| YTD | -27.4% | -65.9% | +38.6% | -21.3% |
| 1Y | -28.2% | -79.2% | +51.0% | -18.3% |
| 3Y | -7.2% | -90.4% | +83.2% | +12.3% |
| All | -7.2% | -90.9% | +83.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling