+51.9%
A vs LCID
-95.8%
+147.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.8% | +6.3% | -0.8% |
| 7D | -4.4% | -9.3% | +5.0% | -3.6% |
| 30D | -2.7% | -35.4% | +32.7% | +0.7% |
| 3M | +7.0% | -17.1% | +24.1% | +7.0% |
| 6M | +24.6% | -58.9% | +83.6% | +31.7% |
| YTD | +7.0% | -59.6% | +66.6% | +12.8% |
| 1Y | +15.6% | -78.0% | +93.6% | +27.6% |
| 3Y | +29.9% | -92.7% | +122.6% | +49.8% |
| 5Y | -15.4% | -97.8% | +82.5% | +3.4% |
| All | +51.9% | -95.8% | +147.7% | +88.2% |
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