+231.3%
AA vs LCID
-96.5%
+327.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.4% | -3.7% | +4.5% |
| 7D | +4.8% | +20.0% | -15.2% | +2.3% |
| 30D | -0.6% | -5.0% | +4.4% | -0.5% |
| 3M | -16.3% | -48.9% | +32.6% | -9.4% |
| 6M | -33.4% | -43.2% | +9.8% | -30.6% |
| YTD | -20.7% | -65.9% | +45.3% | -12.2% |
| 1Y | +12.9% | -79.2% | +92.1% | +32.8% |
| 3Y | +75.7% | -90.4% | +166.1% | +115.6% |
| 5Y | -6.8% | -99.2% | +92.4% | +29.5% |
| All | +231.3% | -96.5% | +327.7% | +417.6% |
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