+81.7%
AA vs LCID
-92.2%
+173.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.4% |
| 7D | -0.7% | -6.6% | +5.9% | +0.4% |
| 30D | +5.0% | -30.1% | +35.1% | +11.2% |
| 3M | -35.8% | -17.6% | -18.2% | -36.0% |
| 6M | -18.4% | -54.4% | +36.0% | -9.6% |
| YTD | -5.5% | -55.7% | +50.2% | +4.7% |
| 1Y | +61.0% | -71.0% | +132.0% | +91.3% |
| All | +81.7% | -92.2% | +173.9% | +193.6% |
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 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