-12.0%
A vs LCID
-97.6%
+85.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | -1.9% | -6.6% | +4.6% | -1.3% |
| 30D | +6.9% | -30.1% | +37.1% | +10.6% |
| 3M | +9.2% | -17.6% | +26.8% | +9.2% |
| 6M | +25.7% | -54.4% | +80.1% | +33.1% |
| YTD | +11.5% | -55.7% | +67.3% | +17.9% |
| 1Y | +18.4% | -71.0% | +89.4% | +30.2% |
| 3Y | +26.6% | -92.6% | +119.2% | +52.1% |
| All | -12.0% | -97.6% | +85.6% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling