+65.5%
A vs LCID
-92.2%
+157.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.8% | +1.4% |
| 7D | -0.5% | -10.2% | +9.7% | +0.4% |
| 30D | 0.0% | -10.2% | +10.2% | +0.6% |
| 3M | +16.7% | -54.1% | +70.8% | +24.4% |
| 6M | +54.8% | -53.8% | +108.6% | +62.4% |
| YTD | +28.8% | -72.0% | +100.8% | +41.1% |
| 1Y | +19.3% | -80.5% | +99.8% | +35.2% |
| 3Y | +65.5% | -92.6% | +158.1% | +106.2% |
| All | +65.5% | -92.2% | +157.7% | +106.2% |
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 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