-44.8%
ACHR vs LCID
-95.7%
+50.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.8% | +2.1% | -3.4% |
| 7D | -2.7% | -9.3% | +6.7% | +0.1% |
| 30D | -12.1% | -35.4% | +23.3% | -0.7% |
| 3M | +3.4% | -17.1% | +20.5% | +2.6% |
| 6M | -15.6% | -58.9% | +43.3% | +2.3% |
| YTD | -26.9% | -59.6% | +32.7% | -11.4% |
| 1Y | -34.8% | -78.0% | +43.2% | -5.3% |
| 3Y | -19.2% | -92.7% | +73.5% | +45.4% |
| 5Y | -43.8% | -97.8% | +54.1% | +22.6% |
| All | -44.8% | -95.7% | +50.9% | +29.2% |
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