+214.8%
AA vs LCID
-97.1%
+311.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.2% | +7.5% | -0.6% |
| 7D | +0.5% | -10.2% | +10.7% | +1.7% |
| 30D | -0.6% | -10.2% | +9.6% | +0.1% |
| 3M | -19.7% | -54.1% | +34.5% | -12.0% |
| 6M | -41.6% | -53.8% | +12.2% | -37.5% |
| YTD | -24.6% | -72.0% | +47.4% | -14.6% |
| 1Y | +4.9% | -80.5% | +85.4% | +24.3% |
| 3Y | +66.8% | -92.6% | +159.4% | +110.9% |
| 5Y | -19.4% | -99.3% | +79.9% | +14.6% |
| All | +214.8% | -97.1% | +311.9% | +403.6% |
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