+66.2%
A vs LCID
-93.0%
+159.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +0.8% |
| 7D | -0.1% | +8.9% | -9.0% | -1.0% |
| 30D | +3.4% | -15.4% | +18.8% | +4.6% |
| 3M | +23.8% | -52.9% | +76.7% | +31.8% |
| 6M | +49.0% | -46.8% | +95.8% | +54.3% |
| YTD | +29.4% | -68.9% | +98.3% | +40.5% |
| 1Y | +19.4% | -81.7% | +101.1% | +36.4% |
| 3Y | +66.2% | -92.4% | +158.6% | +103.2% |
| All | +66.2% | -93.0% | +159.2% | +103.2% |
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