+337.3%
ROIV vs LCID
-93.0%
+430.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.4% | -4.2% | +5.1% |
| 7D | +5.3% | +8.9% | -3.6% | +4.4% |
| 30D | +11.9% | -15.4% | +27.3% | +13.4% |
| 3M | +10.7% | -52.9% | +63.6% | +18.4% |
| 6M | +34.9% | -46.8% | +81.8% | +40.0% |
| YTD | +79.2% | -68.9% | +148.0% | +95.9% |
| 1Y | +89.0% | -81.7% | +170.7% | +116.1% |
| 3Y | +337.3% | -92.4% | +429.7% | +444.7% |
| All | +337.3% | -93.0% | +430.4% | +444.7% |
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