+314.6%
ABBV vs LCID
-96.8%
+411.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | 0.0% |
| 7D | +2.2% | +9.2% | -7.1% | +2.0% |
| 30D | +8.0% | -3.0% | +11.0% | +8.0% |
| 3M | +19.1% | -50.2% | +69.3% | +19.9% |
| 6M | +43.5% | -45.8% | +89.4% | +44.1% |
| YTD | +32.7% | -69.2% | +101.9% | +33.8% |
| 1Y | +30.0% | -80.4% | +110.4% | +31.6% |
| 3Y | +134.7% | -91.4% | +226.2% | +138.3% |
| 5Y | +200.7% | -99.3% | +299.9% | +212.1% |
| All | +314.6% | -96.8% | +411.4% | +308.7% |
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